The invention discloses a conductive polyaniline polypyrrole composite membrane and a preparation method thereof. Aniline and pyrrole monomers are dissolved into an organic solvent, a supporting electrolyte is dissolved into water, thus two solutions are respectively prepared, the two solutions are transferred into a reactor in steps, so as to form a liquid-liquid interface, and a working electrode is directly inserted in the liquid-liquid interface, an auxiliary electrode and a reference electrode are placed into the supporting electrode solution, and electrochemical polymerization is carried out by electrochemical means. The polymer prepared by the method of the invention can spread out and grow on the interface, the polymerization product is proved to have good conductivity, and the polymerization product can be applied to a super capacitor, the anode material and cathode material of a battery, electromagnetic shielding and the like.