Belonging to the technical field of building materials, the invention discloses a concrete composite air entraining agent, its preparation and use methods. The composite air entraining agent is composed of sodium dodecyl sulfate (14-60%), beta-cyclodextrin (30-84%), Arabic gum (1-8%), and bone gum (1-10%). The component raw materials are stirred evenly by physical and mechanical mixing, thus obtaining the concrete composite air entraining agent. During use, the dosage of the air entraining agent accounts for 0.004%-0.03% of the weight of cement in concrete. The concrete composite air entraining agent provided by the invention has the advantages of wide raw material sources, simple production method and excellent product performance, can introduce a lot of small, uniform and stable bubbles into concrete, enhances the water-retaining property of green concrete, improves workability, reduces slump loss, also greatly improves the freeze-thaw cycling resistance, salt-freezing resistance and other durability indicators of concrete, and has small negative influence on the strength of a hardened body. The concrete composite air entraining agent provided by the invention can be used in reinforced concrete, lightweight aggregate concrete, artificial aggregate concrete, bridges, buildings, hydraulic engineerings, pavements and other structures.