The invention provides high-strength nano solid waste concrete prepared from iron oxide hollow spheres and a method thereof, and the concrete comprises the following components: 100 parts of a cementing material, 155-196 parts of coarse aggregate, 132-282 parts of fine aggregate, 2.2-2.8 parts of a high efficiency water reducing agent, an admixture mainly composed of 2-5 parts of nanometer wollastonite powder, 2-5 parts of iron oxide hollow spheres, 1-4 parts of converter secondary dedusting ash, 10-25 parts of cold rolling waste emulsion, 0.0125-0.025 part of sodium sulfate, 0.00625-0.0125 part of iron oxide powder and 0.0125-0.025 part of ethylene glycol, and 29-32 parts of water. The preparation method comprises the following steps: mixing the coarse aggregate and the fine aggregate, adding the cementing material, conducting mixing, adding the high-efficiency water reducing agent and the make-up water, conducting mixing, conducting stirring, injecting the formed mixture into a concrete transport vehicle, and adding the converter digested secondary dedusting ash and the dispersed nanometer wollastonite powder before or simultaneously adding the water reducing agent and the make-up water. Dispersion of the nanometer material is promoted through the iron oxide hollow spheres, the strength of the nanometer solid waste concrete is improved, the mixing amount of metallurgical solid waste in the concrete is larger than or equal to 75%, and high-value utilization of the metallurgical solid waste is achieved.