The invention discloses a method for continuously preparing a pre-oxidized felt, which comprises the steps of A, carrying out low-temperature treatment, to be specific, conveying raw materials into alow-temperature hearth, circulating hot air, introducing both steam and an atomizing assistant, and starting a low-temperature cyclization reaction; B, carrying out medium-temperature treatment, to bespecific, conveying raw materials into a medium-temperature hearth, circulating hot air, introducing both steam and an atomizing assistant, and starting a primary cyclization reaction; and C, carrying out high-temperature treatment, to be specific, conveying raw materials into a high-temperature hearth, circulating hot air, and allowing the raw materials to rapidly pass through to arrive at pre-oxidation of the raw materials. The advantages of the method include increase in production efficiency by 2-3 times, and hot air circulation accompanied with steam to increase heat penetration, and thereaction rate is increased by the atomizing assistants, and the risk of ignition caused by reactive heat release in the fiber felt is avoided; and meanwhile, the strength of the obtained polyacrylonitrile pre-oxidized felt fiber is increased by 20-30%, the strength of the fibers in the pre-oxidized felt is balanced with the strength of the fibers on the surface, and the pre-oxidation degree is moderate.