The invention relates to a method for preparing an anisotropic bonded magnet by adopting a pressure-keeping curing process. The method uniformly mixes anisotropic magnetic powder, epoxy resin or other thermosetting adhesive, coupling agent, lubricating agent and the like, so that compound magnetic powder is produced, and orienting compression, compression molding and pressure curing are then carried out. In pressure curing, certain pressure stress is kept as the rough is heated to be cured. Pressure curing can adopts two methods: one method is in-situ pressure-prekeeping curing in a mould, i.e., after compression molding and demagnetization, demoulding is not carried out before pressure is kept until the cross-linking curing of the adhesive takes place to a certain degree (the viscosity of the epoxy resin is greater than 18000Pa multiplied by s); in the other method, after compression molding, demoulding is directly carried out, and pressure stress is then applied in the process of curing, for example, the hot isostatic pressing method or the like is adopted to cure the rough under pressure. The adoption of the pressure curing technique can effectively enhance the magnetic property of the bonded magnet.