The invention relates to the field of nylon materials, and discloses a method for preparing polyester-nylon composite fibers by melt direct spinning. The method comprises the following steps of 1) burdening, specifically, heating and mixing caprolactam, an end-capping reagent, water and a catalyst to obtain a mixture; 2) ring opening; 3) pre-polycondensation, specifically, carrying out a pre-polycondensation reaction and devolatilization; 4) final polycondensation, specifically, carrying out a final polycondensation reaction and devolatilization; 5) devolatilizing before spinning; and 6) spinning, specifically, directly conveying nylon melt and polyester melt which are devolatilized before spinning to a composite spinning assembly, performing extruding, cooling, oiling, stretching and winding to obtain the polyester-nylon composite fibers. By means of the method, direct spinning after nylon melt polymerization can be achieved, slices do not need to be prepared in advance, and the content of hot water extractables and cyclic dimers in the nylon melt can be effectively controlled; and composite spinning is carried out on the nylon melt and the polyester melt to obtain the polyester-nylon composite fibers in different composite forms.