The present invention relates to sea cucumber intestine extract composite soft capsules and a preparation method thereof. The preparation method comprises: adopting sea cucumber intestine produced through fresh sea cucumber processing as a raw material, carrying out slurry grinding, carrying out a heating treatment, cooling, adding two enzymes such as neutral protease and flavor enzyme, and controlling the enzymes to carry out enzymolysis; carrying out centrifugation twice on the enzymolysis solution, adopting a nano-filtration separation technology to carry out a desalting treatment on the collected supernatant, and drying the obtained sea cucumber intestine solution to obtain the sea cucumber intestine powder; and compounding the sea cucumber intestine powder, traditional Chinese medicine extracts such as a medlar extract, a milkvetch root extract, an American ginseng extract, a siraitia grosvenorii extract, a rhodiola rosea extract and a common yam rhizome extract, and auxiliary materials such as soybean oil and beeswax to obtain the sea cucumber intestine extract composite soft capsules. According to the present invention, the preparation method has characteristics of reasonable process and strong operability; and the prepared sea cucumber intestine extract composite soft capsules have characteristics of scientific component and reasonable matching, and further have effects of fatigue resistance, aging resistance, blood fat lowering, anti-tumor, skin benefiting, beautifying, and immunity improving.