The invention mainly discloses vitamin powder and a preparation method of the vitamin powder. The vitamin comprises the following components in mass percentage: 5-60% of fat soluble vitamin, 30-70% of wall material, 5-30% of assistant wall material, 0.5-2% of emulsifier, 0.1-2% of antioxidant and 0.1-3% of cross linking agent. The invention further relates to a preparation method of the vitamin powder. By using a microencapsulation technique, the fat soluble vitamin oil (e.g. vitamin A, vitamin D3, vitamin E and vitamin K) is embedded to a micro-capsule, the wall material used in the embeeding process is starch sodium octenylsuccinate, the vitamin oil is embeeded in the wall and then the micro-capsule is subjected to cross linkage, mist spraying and drying are carried out to form the vitamin powder, and the embedding rate of the vitamin is more than 95.3%. According to the invention, the process is simple, the cost is low, the obtained vitamin powder is not soluble in water, high in oil loading amount and good in flowability, and can be used in the fields such as foods, daily-used industrial chemicals and medicines.