The invention relates to an infant nutrition immunity formula powdered milk and a production method thereof, wherein, the production method of the infant nutrition immunity formula powdered milk comprises the following steps: milk which is raw material, is preprocessed, the mixed solution of docosahexaenoic acid and arachidonic acid is prepared, ingredients are mixed, preheating, homogenizing and heating are carried out for sterilizing, decompression is carried out for concentrating, and spray-drying under negative pressure and low temperature and drying on a fluidized bed are carried out, then cooling, packing and inspecting are carried out. The infant nutrition immunity formula powdered milk manufactured by the method of the invention mainly comprises casein phosphoeptide, vitamin D3, lactoferrin, nucleotide, linoleic acid, linolenic acid, the docosahexaenoic acid, the arachidonic acid, fructo-oligosaccharide and galacto-oligosaccharide, which has the advantage of reasonable trophic structure and also ensures that various nutrient substance to be absorbed and deposited to the utmost extend, so as to promote the development of brain and nervous system, improve active immunity, improve intestinal tract micro-ecological environment and strengthen the absorption of calcium, iron and zinc as well as effectively maintain every active nutrient component during the production process.