The invention relates to a thermal-conductivity nano-composite material and a preparation method thereof. The thermal-conductivity nano-composite material comprises the following components by weight percentage: 10-80% of polyolefin, 2-15% of nano-material, 5-50% of thermal conductivity additive, 3-10% of environmental stress resistant cracking additive, 4-19% of impact resistant modifier additive, 0.1-0.5% of antioxidant, a coupling agent of 0.4-3% of the total amount of the nano-material and the thermal conductivity additive, and a wetting agent of 1-6% of the total amount of the nano-material and the thermal conductivity additive. The preparation method comprises the following steps that: firstly, the nano-material, the polyolefin, the impact resistant modifier additive, the coupling agent, and the wetting agent are melted and co-blended according to a certain ratio to be made into masterbatches; secondly, the polyolefin, the masterbatches, the thermal conductivity additive, the environmental stress resistant cracking additive, the impact resistant modifier additive, the antioxidant, the coupling agent and the wetting agent are melted and co-blended according to a certain ratio to be extruded and dried; and thirdly, the materials are melted and co-blended to be extruded and dried to obtain a product. The materials provided by the invention have excellent thermal conductivity and good mechanical properties, and are widely used in heat exchange equipment in various industries.