The invention provides an asymmetric PES filter membrane for removing viruses, and a preparation method thereof. The PES filter membrane comprises a main body, wherein a non-directional zigzag passage is arranged in the main body, the surface of one side of the main body is a first outer surface, the average pore size of the first outer surface is 150-450 nm, the first outer surface is a macroporous membrane, the surface of the other side of the main body is a second outer surface, the average pore diameter of the second outer surface is 10-42 nm, the second outer surface is a small-pore surface, the average pore diameter of the main body continuously changes in a gradient manner from a region close to one side of the first outer surface to a region close to one side of the second outer surface, the main body comprises a pre-filtering layer and a separation layer for intercepting viruses, and the other side of the pre-filtering layer and the other side of the separation layer are in transition through continuous fibers. According to the invention, the PES filter membrane is prepared only through a membrane casting solution, is integrally formed and does not need to be compounded, and the preparation process is relatively simple; and the prepared PES filter membrane has a relatively strong interception effect on parvoviruses with the particle size of 20 nm or more, and a relatively high protein yield can be obtained, so that the requirements of practical application are met.