The invention relates to a preparation method of a waterproof moisture-permeable nanofiber composite membrane, and belongs to the technical field of textile materials. According to the preparation method, polyacrylonitrile is taken as a main raw material, polyvinylidene fluoride and polyurethane are added, the waterproof and moisture-permeable nanofiber composite membrane is prepared, and the waterproof and moisture-permeable membrane prepared from polyacrylonitrile nanofibers has the characteristics of high porosity, fine fiber diameter and small pore diameter. The waterproof and moisture-permeable effect of the fiber membrane is effectively improved, the hydrophobic microporous membrane is preliminarily obtained by blending polyacrylonitrile, polyvinylidene fluoride and polyurethane through a solution, the waterproof moisture-permeable membrane with a certain welding structure is obtained in combination with heat treatment, penetration of liquid water is effectively prevented, polyurethane is a block polymer, polar groups such as hydrophilic groups which exist on a macromolecular chain segment provide a carrier for water vapor transfer, meanwhile, the polyurethane has a certain hydrophobic property by the hydrophobic group on the chain segment, and by addition of the polyurethane, the nanofiber composite membrane has excellent comprehensive performance.