The invention discloses a high activity and carbon deposition resistant catalyst for the reforming of dry methane gas and a preparation method thereof. Specifically, stable sol with a nano laminated structure is prepared through a precipitation method; then a second component is in-situ coated; and after drying, burning, and reduction-activating, the catalyst with a nano laminated coated structureis obtained. The catalyst has high activity in the reforming reactions of dry methane gas, has a strong carbon deposition resistant performance, can continuously play a catalyst role at a temperatureof 400 to 900 DEG C, and is resistant to inactivation. The raw materials are easily available, the technology is simple, and the catalyst can also be applied to reforming of methane water steam, carbon dioxide assisted dehydrogenation of ethane and propane, and water-gas shift reaction.