The invention relates to a composite film electrode and a preparation method thereof. The electrode is a graded porous nano composite film which is composed of an insulating substrate, a first binding layer, a conductive gold layer, a second binding layer and a modified aluminum layer, wherein small holes with a hole diameter of 2-20 nm are uniformly distributed on the conductive gold layer according to a distribution density of 1010/cm2-1012/cm2, and the small holes with the hole diameter of 20-400 nm are uniformly distributed on the second binding layer and the modified material layer according to the distribution density of 109/cm2-1012/cm2; and the preparation method of the electrode comprises the following steps of: firstly, preparing a multi-layer composite film on the insulating substrate, then, performing anodizing and hole enlargement on the multi-layer composite film to implement that an aluminum layer becomes a porous alumina layer, a gold layer becomes a nano porous structure, the second binding layer becomes a porous oxide of tantalum, niobium or titanium, and cleaning and drying the multi-layer composite film to get a finished product of the graded porous nano alumina/gold composite film electrode. The graded porous nano alumina/gold composite film electrode has high in electroanalytical activity and the dual advantages of a nano porous gold and a porous anodizedaluminum; and the preparation method is simple and reliable, solves the defect of inconvenience in operation caused by high brittleness of an AAO, and fits for mass production.