The invention discloses a coated sandwich cake and a preparation method thereof. The coated sandwich cake is a cold-processed cake processed by taking eggs, wheat flour, white sugar and the like as main raw materials, adding grease, milk powder, an emulsifier and other auxiliary materials, and carrying out procedures of flour beating, flour injecting, baking, demolding, cooling, slitting, core injecting, shaping, coating, drawing, cooling, packaging and the like. The coated cake produced by the invention has high environment adaptability. Through scientifically designed coating and filling slurry formulas, the good mouth melting property of the chocolate coating is ensured, and the coating and the filling are prevented from melting under the conventional logistics transportation and storage environment conditions.