The invention relates to a NaX zeolite molecular sieve and a preparation method thereof. The preparation method is characterized by comprising the following steps: using a waste catalyst and diatomaceous earth as raw materials, adding water in the waste catalyst and the diatomaceous earth, stirring the waste catalyst, the diatomaceous earth and one or more of a dispersing agent, a pore-enlarging agent and an additive uniformly to prepare slurry, forming through extruding into strips, rolling into balls, tabletting or spray drying, roasting the formed material for 0.5-10 hours at 700-1,000 DEG C to obtain a roasted material, adding water in the roasted material, regulating the pH value of a system end point to 3.0-5.0 with an acid, then enabling reaction for 10-60 min at 30-90 DEG C, filtering to remove a mother liquid, washing, filtering to obtain a modified material, adding an alkali liquid and / or sodium silicate and water in the modified material to obtain a mixture, feeding the mixture in a crystallization reaction kettle, performing hydrothermal crystallization for 4-40 hours at 50-120 DEG C, filtering to remove the mother liquid, washing the filter material with deionized water, filtering, and drying the filter material to obtain the target product. The preparation method is low in preparation cost, solid wastes can be efficiently recycled and reused, and the product adsorption capacity is high.