The invention relates to a clay rubber nano-composite material used for the cover layer of a conveyor belt and a preparation method thereof. The material can be used to support the use of various large carrying capacity and long distance conveyors, and is widely used in metallurgy, mining, ports and other heavy industries. The preparation method of the clay rubber nano-composite material used forthe cover layer of a conveyor belt comprises: taking nano-clay and natural rubber to prepare nano-clay/natural rubber nano-composite masterbatch through an emulsion flocculation method, then adding synthetic rubber for plasticating, and then adding zinc oxide, stearic acid, an age resister, a coupling agent, and a reinforcing agent in order for first mixing, and adding sulphur as well as an accelerator for second mixing so as to obtain the product. The cover rubber of a conveyor belt manufactured with the clay rubber nano-composite material, and can have improved tensile strength, tearing resistance and shearing resistance, so that the service life of the conveyor belt can be prolonged. In the preparation process, the employment of a small amount of nano-clay and a lot of carbon black together to serve as a filling system can have an enhancing effect, and besides, the lamellar structure of the nano-clay can effectively inhibit gas and heat transfer, thus improving the thermo-oxidativeaging resistance, and making the conveyor belt difficult to age when used in an open-air environment for a long time.