The invention belongs to the technical field of medicine preparation, and discloses a preparation method for a compound pellet capsule and the prepared compound pellet capsule. The capsule structure comprises a medicine-carrying pill, a delayed-release layer and a rapid-release layer; the medicine-carrying pill is prepared by employing an extrusion-spheronization process; and the delayed-release layer and the rapid-release layer are prepared by employing a fluidized bed coating process. The prepared capsule is substantial in curative effect, safe, stable, convenient to take, small in side effect and low in production medical cost. The medicine effective compositions dimethyl fumarate and teriflunomide are different in drug action mechanism, also medicine administration is simple and convenient, and the curative effect of the two medicine effective compositions generates synergic effect, the indication scope is larger than that of a single medicine, multiple sclerosis is treated through multiple targets, and the curative effect is better than that of a single medicine.