The invention discloses a porcine albumin-interferon alpha-interleukin 2 fusion protein, a preparation method as well as a coding gene thereof, and porcine pegylated interferon. Porcine albumin, porcine interferon alpha and porcine interleukin 2 are connected through a flexible linker to obtain the porcine albumin-interferon alpha-interleukin 2 fusion protein, the coding gene of the fusion proteinis designed to be optimized, and the recombinant porcine pegylated interferon is prepared finally; the porcine pegylated interferon can significantly improve a half-life period of porcine interferon,which is 27 times or more than 27 times of the half-life period of ordinary porcine interferon, has a broad-spectrum antiviral effect, and can improve the immune response of pigs themselves.