The invention relates to an anti-fatigue health capsule and a preparation method thereof. The capsule is composed of a soft capsule body and a content in the soft capsule body. The preparation method comprises the following steps: weighing primary raw materials comprising 1-5wt% of hairy antler powder, 5-10wt% of an American ginseng extract, 1-10wt% of an epimeddium extract and 5-10wt% of a wolfberry fruit extract and auxiliary materials comprising 60-80wt% of soybean oil and 3-10wt% of beeswax, fusing the auxiliary materials, adding the primary raw materials, uniformly mixing, grinding, and degassing to obtain the content; weighing gelatin, water and glycerin according to a ratio of 100:100:40, carrying out heating fusion, and degassing to obtain a capsule body filtrate; and sending the capsule body filtrate and the content to a pellet press according to a weight ratio of 1:2, carrying out pellet pressing, carrying out shaping drying, washing the obtained pills, selecting, and packaging. The anti-fatigue health capsule has the advantages of scientific formula, safety, reliability, no toxic side effects, easy carrying and administration convenience; and the preparation method has the advantages of reasonable technology and good operability.