The invention relates to a megalobrama amblycephala anti-stress feed and a production method thereof. The preparation method is characterized by comprising the following steps of: crushing fish meal, bean pulp, silkworm pupa, rapeseed meal, rapeseed, cottonseed meal, all-purpose flour, sub-powder, washed rice bran, and potassium sorbate mildew preventive; stirring and uniformly mixing the crushed product and fish oil, lecithin, 50 percent choline chloride, rhubarb anthraquinone extract, premix for fish, attapulgite, 35 percent phosphate vitamin C, 50 percent vitamin E and monocalcium phosphate; after stirring and uniformly mixing, grinding the mixture into mixed materials by using an ultra-micro grinder; and preparing the materials into a pellet feed by using the conventional method of the pellet feed. The pellet feed has total and rich nutrition, and can improve the immunity and oxidation resistance of the megalobrama amblycephala, improve the stress, enhance the resistance to disease, improve the feed palatability, and accelerate the growth.