The invention provides a double-wall sandwich structural microcapsule self-repairing rubber and a preparation method thereof, and relates to a rubber and a preparation method thereof. The preparation method comprises the step of sequentially mixing a rubber matrix, stearic acid, zinc oxide, an accelerant, an anti-aging agent, carbon black, paraffin, a double-wall sandwich structural self-repairing microcapsule and a nano mesoporous molecular sieve in proportion, wherein the double-wall sandwich microcapsule is utilized and adopts urea-formaldehyde resin as the wall material, so that the sealing performance is high, and the manufactured walls have moderate hardness; the nano mesoporous molecular sieve utilized as a synergist is naturally inorganic filler which can improve the mechanical performance of the rubber, and a double coating brings higher heat-resisting stability, therefore, the contact probability of a repairing agent and the catalyst is greatly increased, and the influence of excessively added repairing agents and catalysts to the mechanical performance of the rubber can be avoided. Once microcrack appears in the material, a plurality of pores act to improve the capillary siphon effect of the microcrack to the microcapsule, thus the probability of the repairing agent and the curing agent to enter the microcrack is greatly increased, and as a result, the repairing effect is greatly improved.