The invention relates to the field of high-density oil-based drilling fluid, in particular to a high-density oil-based drilling fluid suitable for a high-pressure shale gas stratum and a preparation method thereof. The high-density oil-based drilling fluid is prepared from the following raw materials in parts by weight: 80-90 parts of base oil, 2-4 parts of a main emulsifier, 0.5-3 parts of an auxiliary emulsifier, 1-2 parts of organic bentonite, 2-3 parts of an alkalinity regulator, 3-5 parts of a filtrate reducer, 10-20 parts of a calcium chloride water solution with a mass fraction of 25-35%, and a weighting agent, wherein the main emulsifier is composed of higher fatty acid ester diethylene triamine, maleic polyamide and polyoxyethylene ether, and the auxiliary emulsifier is sodium dodecyl benzene sulfonate. The oil-based drilling system taking the diesel oil or white oil as the continuous phase has a good emulsifying effect, a high demulsification voltage, low water loss under a high pressure at a high temperature, a strong inhibition performance, and good fluidity under a high solid content.