The invention discloses a novel composite nano preparation based on sonodynamic / immune combined therapy and a preparation method and application thereof, the novel composite nano preparation comprises a sound-sensitive agent, an immune activator, an active oxygen enhancing drug and liposome, the sound-sensitive agent and the active oxygen enhancing drug are entrapped in a liposome phospholipid bimolecular layer, and the immune activator is embedded on the lipidosome phospholipid bimolecular layer. The method comprises the following steps: (1) preparing a sound-sensitive agent, a cinnamyl aldehyde derivative, MPLA, a lecithin and DSPE-PEG5k into a solution; (2) evaporating out the solvent in the solution obtained in the step (1), and dispersing the drug-loaded lipid film in a buffer solution to obtain a drug-loaded liposome suspension; and (3) enabling the solution obtained in the step (2) to pass through a polycarbonate film to obtain the composite nano-liposome. The preparation can induce anti-tumor reaction, not only can prevent the development of in-situ solid tumors, but also can prevent the tumors from metastasis to far-end tissues. The composition is especially suitable for a combined treatment preparation of sonodynamic therapy and immunotherapy.