The invention discloses a nano-ceramic composite spraying powder and a preparation method for the same. The nano-ceramic composite spraying powder comprises MCrAlTaY with definite components, nano-aluminium oxide and/or nano-yttrium oxide, and nano-titanium diboride, wherein in MCrAlTaY, M is Ni, Co or Ni-Co alloy; the MCrAlTaY and the nano-aluminium oxide and/or nano-yttrium oxide form an alloy oxide ceramic composite powder; and nano-titanium diboride is nano-metal ceramic powder. The preparation method comprises the following steps of: conveying the composite powder in a ball mill; adding a ball-milling medium and an organic adhesive; starting the ball mill and uniformly mixing; adding the ceramic powder; and starting the ball mill again until all the ceramic powder is uniformly wrapped on the particle surface of the composite powder, taking out the wet material and drying, and then obtaining the nano-ceramic composite spraying powder. The spraying powder is good in resistance to high-temperature oxidation and resistance to thermal corrosion, thus enhancing the toughness and the resistance to thermal fatigue strength of a coating; and the prepared powder is uniform and complete in coating shape and good in flowability, thus reducing spraying difficulty.