The invention belongs to the field of feeds, relates to an aquiculture feed and particularly relates to a penaeus vannamei compound feed special for high salinity (over 3%) cultivation and a preparation method of the compound feed. The penaeus vannamei compound feed contains 3-6 parts of euphausiid meal, 20-35 parts of fish meal, 2-4 parts of fly maggot meal, 3-7 parts of chicken meal, 1-5 parts of silkworm chrysalis meal, 2-6 parts of squid liver paste, 2-5 parts of shrimp shell meal, 1-3 parts of algae powder, 3-8 parts of fermented soybean meal, 3-13 parts of soybean meal, 3-8 parts of peanut meal, 2-7 parts of corn gluten meal, 10-20 parts of wheat flour, 4-10 parts of monosaccharide and/or oligosaccharide, 2-6 parts of sleeve fish liver meal, 2-4 parts of fish oil, 1-2 parts of soybean oil, 1-3 parts of soybean phospholipid powder, 0.1-0.4 part of choline chloride and 1-3 parts of monocalcium phosphate. The penaeus vannamei compound feed is capable of meeting the growth requirement of penaeus vannamei for nutrition under high salinity (over 3%), good in stability in water, strong in anti-stress capability, high in survival rate and growth speed and low in feed coefficient.