The invention discloses a method for preparing a honeycomb molecular sieve adsorbent by using red mud; the honeycomb molecular sieve adsorbent is prepared from the following raw materials: molecular sieve raw powder, water, red mud, an organic auxiliary agent, anti-crack glass fiber and citric acid, and the honeycomb molecular sieve adsorbent is obtained by mixing, pugging, extrusion forming, drying and roasting the raw materials. The red mud solid waste is recycled, meanwhile, the adsorbent has the advantages of being high in strength, large in adsorption capacity and good in regeneration effect, the adsorbent can be used for industrial VOCs adsorption, the production cost is reduced, meanwhile, a large amount of red mud can be fully recycled, no residues exist after roasting, the adsorption performance is not affected, the product quality is improved, the fracture toughness of the honeycomb zeolite adsorbent is improved, and the integrity of the adsorbent is ensured.