The invention discloses a hydrodemetallization catalyst with high activity and a preparation method thereof. The catalyst comprises an aluminum oxide carrier, active metals and carbon. The catalyst comprises the following components based on the weight of the catalyst in percentages by weight: 6.0-15% of Mo and/or W, 1.0-4.0% of Co and/or Ni, wherein the active metals are calculated based on oxides, 1-15% of carbon, preferably 5-10% of carbon, wherein the carbon is calculated based on carbon element; carbon content is gradually reduced from the center to the external surface of a catalyst particle. The preparation method is as follows: aqueous solutions of polyol and/or monosaccharide of at least two different concentrations are prepared; the aqueous solutions are sprayed on the aluminum oxide carrier for dipping according to a sequence from a high concentration to a low concentration; hydro-thermal carbonization treatment is carried out in a sealing container, drying is carried out, active components are used for dipping, drying is carried out, anoxic high-temperature treatment is carried out, and the hydrodemetallization catalyst is carried out. The carbon content in the catalyst is distributed in gradient distribution, complete sulfuration for active components is easy, and demetalization and desulphurization activities of the catalyst are substantially improved.