The invention provides a Nnintedanib inclusion compound and preparation and a preparation method thereofof the preparation. The inclusion compound comprises a main drug and an inclusion material, wherein the main drug is Nnintedanib or pharmaceutically acceptable salt in pharmacy, and the inclusion material is cyclodextrin or a derivative of cyclodrxtrin. The inclusion compound can sharply improvethe drug solubility of a simulated intestinal solution, the probability of the drug being separated out in the intestinal canal is lowered, and accordingly the bioavailability of the drug is improved. The inclusion compound and the preparation prepared from the inclusion compound and pharmaceutically acceptable ingredients in the pharmacy can outstandingly improve the dissolution degree and the dissolution rate of the drug in the simulated intestinal solution, the bioavailability of the drug is improved, meanwhile, the inclusion compound and the preparation have good stability, thus the flexibility and compliance of drug taking of patients are improved, and accordingly the treatment effect of the drug is improved. In addition, the invention provides a preparation method of the medicinal preparation of the Nnintedanib inclusion compound, no specific equipment is needed, the technology is simple, the production cost is low, and the preparation method is suitable for industrialized production.