The invention provides feed for pregnant sows and a preparation method thereof. The feed is prepared from the following components in parts by mass: 40-50 parts of corns, 25-30 parts of wheat bran, 20-25 parts of soybean meal, 14-18 parts of pumpkin, 6-15 parts of soybean oil, 7-13 parts of zinc-enriched yeast, 9-16 parts of fish bone meal, 1-3 parts of calcium hydrophosphate, 0.8-1.5 parts of threonine, 4-9 parts of bee pollen, 5-8 parts of traditional Chinese medicine extract, 1-4 parts of edible salt, 3-5 parts of lactobacillus, 6-12 parts of medical stones, 3-5 parts of allicin and 2-6 parts of saccharin sodium. The feed is prepared by the steps of performing ultrasonic treatment, heating, stirring, puffing, drying and the like, can meet the requirement of pregnant sows for nutrition, has strong palatability, is rich in massive protein, vitamins, amino acids, trace elements, minerals and the like, has the effects of promoting digestion absorption, resisting bacterial and viruses, preventing miscarriage and assisting delivery, and can be used for remarkably improving the immunity of pregnant sows.