The invention relates to a preparation method of a magnetic mesoporous zirconium dioxide compound microsphere. The preparation method comprises the steps of (1) preparing polyelectrolyte modified magnetic powder; (2) ultrasonically dispersing the polyelectrolyte modified magnetic powder and zircon salt into absolute ethyl alcohol, carrying out ultrasonic treatment to obtain a polyelectrolyte modified magnetic powder suspension liquid, then, adding a deionized water solution of ethanol and ammonium hydroxide, reacting, and then, separating by using a magnet to obtain a magnetic zirconium oxide compound microsphere with a core-shell structure; (3) ultrasonically dispersing the magnetic zirconium oxide compound microsphere into the deionized water solution of ethanol and ammonium hydroxide, carrying out hydrothermal reaction after ultrasonic treatment to obtain a product, separating the product by using the magnet, washing, and carrying out vacuum freeze drying to obtain the magnetic mesoporous zirconium dioxide compound microsphere. The preparation method provided by the invention is simple in operation, controllable in process and good in repeatability; the prepared magnetic mesoporous zirconium dioxide compound microsphere is uniform in size and pore diameter distribution, large in specific surface area, stable in physicochemical property, not easy to agglomerate and good in dispersibility, and can be applied to the fields such as environment control, proteomics and the like.