The invention discloses a conductive poly 3,4-ethylene dioxy thiophene film and a preparation method thereof. The method is characterized by comprising the following steps: resolving a poly 3,4-ethylene dioxy thiophene monomer in an organic solvent, resolving supporting electrolyte into water, and preparing into solutions; transferring the two solutions stepwise into an reactor, thus forming a liquid-liquid interface; inserting a working electrode in the liquid-liquid interface; placing an auxiliary electrode and a reference electrode in the supporting electrolyte solution; and carrying out electrochemical polymerization by utilizing an electrochemistry means. The invention has the advantages that the prepared poly 3,4-ethylene dioxy thiophene film has good conductivity, and the topography has obvious dual character. One side, which is close to the water phase, of the conductive poly 3,4-ethylene dioxy thiophene film is a nano smooth film; the other side, which is close to the oil phase, of the conductive poly 3,4-ethylene dioxy thiophene film is a micrometer ordered cellular porous film; and a high reaction area is revealed, and the conductive poly 3,4-ethylene dioxy thiophene film can be used for positive electrode materials and negative electrode materials of super capacitors and batteries, electromagnetic shielding materials and the like.