The invention discloses a catalyst for methane dry gas reforming reaction and a preparation method thereof. According to the catalyst, an oxide with the surface wrapped by ultra-thin boron nitride (h-BN, 1-2 layers) is adopted as a carrier, the size of an active component Ni nano particle supported on the oxide ranges from 2 nm to 5 nm, and the oxide is any one of SiO2, Al2O3, MgAl2O4, MgO and ZrO2. The prepared catalyst can be used for a reaction of reforming methane and carbon dioxide to prepare synthesis gas, the h-BN ultra-thin wrapping layer can greatly enhance the heat-conducting property of the oxide carrier, and the transfer efficiency of heat around Ni particles is improved; and in the reaction atmosphere, CO2 and CH4 can interact with the h-BN layer rich in defects, Ni particles can be partially wrapped and prevented from being sintered, the Ni particles can be modified by the element B in real time, and the carbon deposition resistance of the Ni particles is greatly improved. The catalyst simultaneously solves the problems of carbon deposition and sintering of metal nano particles in the reaction, the preparation method is simple, and the catalyst has a wide application prospect.