A powder coating containing aerogel particles and a method for preparing the same relates to a powder coating and a preparation method, which solves the problem that the existing heat insulating composite material containing aerogel is not suitable for making thinner heat insulation material and spraying insulation layer on the component surface, and the aqueous coating has high water content, long construction period and low heat insulation property. The coating of the invention is prepared by 5-80 percent of aerogel particles and 20-95 percent of powderedd resin by volume percentage, and the method includes the following steps: firstly, aerogel, resin and additive are mixed by volume percentage; secondly, the mixed materials are delivered into a melting-extruder melt and extrude; thirdly, the extrudate is pressed into thin sections; fourthly, the thin sections are ground into small pieces by roller machine; fifthly, the small pieces are conveyed into an air staged milling equipment to grind, so as to obtain the powder coating. The powder coating containing aerogel of the invention has advantages of environmental protection, clearness, economy, high efficiency, and good heat insulation property, sound insulation property and surface hydrophobicity.