The invention discloses an Avalanche Photodiode-Transfer-Impedance Amplifier (APD-TIA) coaxial photoelectric module with a temperature control function and a fabrication method thereof. The APD-TIA coaxial photoelectric module mainly comprises a TO56 base with eight pins plus one pin, a thermoelectric cooler (TEC), an AIN (aluminium nitride) ceramic circuit substrate, an APD, a TIA, a RC (resistor-capacitor) filter module, a thermistor, a first filter capacitor and a second filter capacitor, wherein the TEC as a first layer is attached on the upper surface of the coaxial TO56 base, the AIN ceramic circuit substrate as a second layer is attached on the upper surface of the TEC, and the ADP, the TIA, the thermistor, the RC filter module, the first filter capacitor and the second filter capacitor are arranged on the surface of the AIN ceramic circuit substrate to form a third layer. The coaxial photoelectric module has the advantages of small size, good temperature characteristic, stable photoelectric properties and high reliability.