The invention provides a method for extracting cockroach gathering pheromone. The method comprises the steps of feeding the cockroaches for 5-10 days, disecting midguts of the cockroaches, grinding and triturating the midgets together with feces of the cockroaches, adding 1.5-2.5 fold amounts of an organic solvent, carrying out extraction for 5-8 hours by virtue of a Soxhlet extraction method, and filtering, so as to obtain an extract. The invention further provides cockroach-killing gel bait. The cockroach-killing gel bait comprises the following components in parts by weight: 0.01-0.5 part of fipronil or a fipronil derivative, 0.05-0.5 part of the cockroach gathering pheromone, 5-30 parts of glucose syrup, 5-30 parts of sorbitol, 1-15 parts of butter, 1-15 parts of cooked flour, 1-10 parts of maltodextrin, 0.5-10 parts of azone, 0.3-2 parts of Carbopol 940, 0.3-2 parts of triethanolamine, 0.1-1.5 parts of sodium benzoate and 30-60 parts of jelly. The invention further provides a preparation method of the cockroach-killing gel bait.