The invention relates to a pine moth sex pheromone microcapsule and a preparation method thereof, belonging to the field of embedding technology for the pine moth sex pheromone microcapsule. The microcapsule comprises a microcapsule wall material and a microcapsule core material, wherein the microcapsule wall material is a prepolymer liquid formed by reaction among methyl methacrylate, methacrylic acid and an initiator, the microcapsule core material comprises pine moth sex pheromone and liquid paraffin, and pine moth sex pheromone is cis-5,trans-7-dodecadienal, cis-5,trans-7-codlemone, cis-5,trans-7-dodecadienyl acetate and/or cis-5-dodecadienyl acetate. The microcapsule provided by the invention has the advantages of sensitivity, specificity, high efficiency, a long lasting period, degradability, good biocompatibility, no pollution to the environment, low price, etc., can be used for population monitoring and large-scale trapping and killing and control of pine moth, is capable of accurately predicating next-generation population occurrence density and has good economic benefits and ecological benefits.