The invention belongs to the field of electrochemistry, and particularly relates to a preparation method of an advanced oxidation system for treating oily sludge. The method comprises the following steps of S1, titanium substrate cleaning, wherein a titanium substrate is put into degreasing liquid and taken out for cleaning; S2, etching, wherein the titanium substrate is put into 2-10 wt% of an oxalic acid solution, heating is conducted to reach 80-100 DEG C, and heat preservation is conducted for 30-240 minutes; S3, coating liquid preparation, wherein nitrate and/or metal chloride are mixed in proportion and then put into an organic solvent, ultrasonic dissolution is conducted, and the coating liquid is obtained; S4, coating, wherein the coating liquid is uniformly applied to the surfaceof the titanium substrate treated in step S2, and then the coated titanium substrate is baked at 80-120 DEG C for 90 minutes, the baked titanium substrate is calcined at 350-550 DEG C for 30-120 minutes, and cooling is conducted; S5, titanium black spraying, wherein in a protective atmosphere, titanium black powder is sprayed to the titanium substrate treated in step 4 through plasma spraying; S6,system construction. Accordingly, the treatment effect of the oily sludge is improved.