The invention relates to a method for producing a screw of composite material. The method comprises the steps of material preparation, welding, cutting and shaping in sequence, wherein, in the material preparation step, two different materials are divided into a rod body part and a drilling tail part; a welding part is formed on the rod body part, and a taper body is formed on the drilling tail part. Through the taper surface formed on the taper body, not only air can be smoothly exhausted when the rod body part is welded with the drilling tail part (namely, the welding step), so as to avoid air covering in the welding process, and ensure that pores can not appear at the welding positions, but also the composite blank can not be deflected after welding; finally, through the cutting of residual material in the cutting step, and shaping operations of screw thread rolling and the like, the screw of the composite material can be shaped, therefore, the quality of the screw of the composite material can truly be improved through the method.