The invention provides sialic acid-added milk powder with an easy digestion function for premature infants and a preparation method thereof, and relates to the technical field of foods. The milk powder is prepared from the following raw materials: skim milk powder, lecithin, maltodextrin, immune globulin, refined palm olein, vitamin complex, prebiotics, minerals, alpha-whey protein, lactotransferrin, ferrous gluconate, bifidobacterium, sialic acid, edible vegetable oil mixture, beta-galactosidase, tryptophan, threonine and cystine. Compositions of the formula of the milk powder for premature infants is closer to breast milk, memory and intelligence level of premature infants can be improved by the sialic acid ingredient added into the milk powder, and nutrition essential to premature infant growth can be provided by optimizing the proportion of ingredients. The milk powder can be easily digested and absorbed, and can be used for improving the resistance of premature infants and reducing the phenomena of internal heat and iron-deficiency anemia caused by dyspepsia.