The invention discloses a micro-electrolysis filler and a preparation method thereof. The filler comprises the following raw materials in percentage by mass: 25-35% of blast furnace dry ash, 20-30% of converter fine ash, 10-15% of converter coarse ash, 10-20% of converter sludge, 8-12% of blast furnace oversize and undersize ash, and 2-4% of an adhesive. The filler is high in treatment efficiency when being used for industrial wastewater treatment, particularly treatment of metallurgical coking wastewater, the CODCr and toxicity of the wastewater can be reduced, and the wastewater biodegradability is improved. Moreover, the filler is difficult to harden and passivate in the using process, the sludge after reaction is not increased, and the reaction efficiency is high. The raw material of the filler is selected from metallurgical waste dust, the iron and carbon components in the metallurgical waste dust are fully utilized, the production cost of the filler is reduced, recycling of resources is realized, and the environmental pollution is reduced. According to the filler, the continuity and stability of a micro-electrolysis system are guaranteed, the replacement workload of the micro-electrolysis filler is reduced, the actual operation is simple, and the problem that the filler is difficult to replace is solved.