The invention relates to a method of preparing composite amino acid chelated iron-zinc from a sea cucumber intestine nanofiltration liquid. The method includes (1) a step of pretreating sea cucumber intestines, (2) a step of homogenizing the sea cucumber intestines, (3) a step of first enzymatic hydrolysis, (4) a step of secondary enzymatic hydrolysis, (5) a step of ultrafiltration, (6) a step of nanofiltration, (7) a step of iron chelating, (8) a step of zinc chelating, namely a step of measuring a proper amount of a concentrate liquid, adding a proper amount of a soluble zinc salt into the concentrate liquid under stirring at 35-45 DEG C, slowly adding a proper amount of an alkali to adjust the system pH to be 7.0-7.5 with reaction time being 2-3 h, maintaining the pH value to be consistent during the reaction, cooling after the reaction is finished, centrifuging, washing solids, drying and crushing to obtain composite amino acid chelated zinc, and (9) a step of mixing, namely a step of fully mixing sea cucumber intestine polypeptide chelated iron and sea cucumber intestine polypeptide chelated zinc according to a mass ratio of 1-2:1 to obtain the composite amino acid chelated iron-zinc. The prepared composite amino acid chelated iron-zinc is rich in nutrients, easy to absorb, easy to utilize, high in absorption and utilization rate and high in nutrition value.