The invention discloses a probiotics microcapsule capable of keeping activity of strains and a preparation method thereof. The probiotics microcapsule is of a composite wall material structure which is composed of a first wall material and a second wall material, wherein the first wall material is protein plant polysaccharide complex gel which is prepared from casein, malt extract and xylooligosaccharide, can effectively block damages, on a core material, of light, heat, oxygen, metal ions and the like, and achieves positive promoting effect on stability of an embedded material; the second wall material is a plant polysaccharide composite which is prepared from tremella polysaccharide, rhizoma bletillae polysaccharide, bighead atractylodes rhizome polysaccharide, guar gum and pectin, and can greatly reduce influences, on biological activity of probiotics strains of the core material, of a vacuum freeze-drying and processing process; and meanwhile, when the second wall material coats the first wall material, the first wall material containing a great number of proteins can improve film-forming property and embedding effect of the second wall material, so that the performance of thecomposite wall material is integrally improved, and therefore, the composite wall material can protect the biological activity of the core better, and remarkably improves the stability of the core material.