The invention relates to a composite material and a preparation method thereof, which can be widely used in fields such as batteries, environmental protection, adsorption dehumidification, air conditioning, refrigeration, heat pumps, pressure-changing separation and purification, and hydrogen storage manufacturing. The composite material is composed of a supporting framework material, carbon microspheres and / or carbon membranes and load materials. The loading materials include salts, electrode materials and physical adsorbents. The carbon microspheres and / or carbon membranes are firmly attached to the pore walls of the supporting framework materials. The material is evenly distributed in the carbon microspheres and / or carbon film, which realizes the direct embedding of the loading material between the carbon atoms, the anti-agglomeration and deactivation ability is significantly enhanced, and the service life is effectively improved; the composite material breaks the ratio of the original skeleton material The surface area limitation can effectively increase the specific surface area of the composite material under the premise of increasing the load capacity, and strengthen the adsorption, reaction or electron transfer rate; the composite material is convenient to achieve the adsorption between the adsorbent and the heat exchange wall by extrusion, bonding or brazing. The close contact can effectively reduce the contact thermal resistance between the two.