The invention discloses an aldehyde group mesoporous molecular sieve used for immobilization of a biological enzyme and a preparation method thereof. In the preparation method, a 60 Co-gamma ray pre-irradiation grafting acrolein technique or gamma-aldehyde propyl trimethoxy silane is used for performing functionalized modification on the surface of the mesoporous molecular sieve, an aldehyde propyl functional group with a shorter chain length is introduced to the surface of the mesoporous molecular sieve, the influences, caused by the surface functionalizing process, on the aperture, the specific area and the pore volume of the mesoporous molecular sieve are reduced as much as possible, and further activation is not needed to ensure that the biological enzyme is directly immobilized on the surface of the mesoporous molecular sieve in a covalent bonding mode, and the performance of the immobilized enzyme is improved. The aldehyde group mesoporous molecular sieve can be applied to the immobilization of water-soluble enzymes such as penicillin acylase, glucose isomerase, transglucosidase, trypsase, amylase and the like, and is particularly suitable for the immobilization of the penicillin acylase; and the obtained immobilized enzyme has the activity of 8895 U / g, and after 10 times of recycling, the immobilized enzyme maintains 92 percent of the initial activity.