The invention discloses a Zr-based micro/nano porous alloy and a preparation method thereof, and belongs to the technical field of new materials. The chemical composition of the porous alloy is Zr2TM or ZrTM, TM = Fe1-x-yCoxNiy, x is more than or equal to 0 and less than or equal to 1, and y is more than or equal to 0 and less than or equal to 1. In the preparation process, firstly, components are selected in a Zr100-p-qAlpTMq (p is more than or equal to 15 and less than or equal to 25, and q is more than or equal to 15 and less than or equal to 25) region to prepare a precursor alloy; secondly, the electrochemical performance of the precursor alloy is measured through an electrochemical workstation, and the voltage parameter range of the Zr-based porous material prepared through subsequent electrochemistry is determined; and finally, electrochemical treatment is carried out by taking the precursor alloy as a working electrode, so that selective corrosion of an alloy phase of the precursor alloy is smoothly carried out, a Zr2TM phase or a ZrTM phase is left, and the Zr-based porous material with high structural integrity and uniform communication of pores is obtained. The technical bottleneck of preparing the porous material by a dealloying method is broken through, and the Zr-based porous material is successfully obtained; The prepared Zr-based micro-nano porous material is high in structural integrity and controllable in shape and size; and the preparation process flow is simple, efficient and good in reproducibility, and industrial production is easy to realize.