The invention provides a method for preparing a particle-filled conductive thermoplastic polymer, which belongs to the field of electromagnetic shielding material preparation. The method comprises the following steps of: firstly, preparing primary master batch of a carbon nanotube filled conductive thermoplastic polymer; secondly, preparing secondary master batch of a stainless steel fiber filled polymer; and finally, mixing the primary master batch, the secondary master batch and pure polymer master batch and performing co-injection molding on the mixture to obtain the conductive thermoplastic polymer material. The method has the characteristics of simple technical condition, easily controlled process, no residual impurities or reactant, low cost, high yield and convenient batch production. No agglomeration phenomenon occurs in the mixing process of the carbon nanotube primary master batch and the stainless steel fiber secondary master batch, so the composite material has uniformly distributed conductive filler, and the performance of the composite material is greatly improved. The method can be widely applied in the fields of civil and electric consumer products, such as consumer electronics, electrical appliance, communication devices, explosion protection safety products, information transfer and security, anti-static electricity, petrochemical industry and the like.