The invention discloses a method for preparing an agar oligosaccharide from immobilized agarase. The method comprises the following steps: firstly, preparing magnetic Fe3O4 nanoparticles embedded in oleic acid by virtue of a coprecipitation method, and adding a KMnO4 solution to oxidize the nanoparticles so as to carboxyl-functionalized magnetic Fe3O4 nanoparticles; then, reacting the carboxyl-functionalized magnetic Fe3O4 nanoparticles with a coupling agent, namely glutaraldehyde, for 2h, wherein the concentration of the glutaraldehyde is 4%; after removing a cleaning fluid through magnetic separation, adding an enzyme fluid for immobilizing at 4 DEG C for 1h so as to obtain immobilized agarase, wherein enzyme addition is 1mL (850U); and under an oscillating condition, carrying out an enzymatic hydrolysis reaction on agar dissolved in a reaction medium and the immobilized enzyme, and after the reaction, magnetically separating to obtain a new agar oligosaccharide and recovering the immobilized enzyme. The immobilizing process disclosed by the invention is simple, low in operation cost, good in enzymatic activity recovery rate, good in the stability of the immobilized agarase, repeatable in use, easy in product separation and applicable to large-scale production.