The invention provides a vehicle-mounted heating vehicle and a method for preheating an engine through the vehicle-mounted heating vehicle. The vehicle-mounted heating vehicle comprises a vehicle chassis and a diesel warm air heating device. The diesel warm air heating device is arranged on the vehicle chassis and detachably connected with the vehicle chassis. The vehicle-mounted heating vehicle is composed of a diesel generator set, oil tanks, an electric appliance control box, diesel heaters, a tool containing box, a pipeline storage box, warm air pipes, a working cabin, a far infrared thermodetector and fans. The warm air pipes are placed in the pipeline storage box, and the tool containing box is located above the pipeline storage box; the diesel generator set, the oil tanks, the electric appliance control box and the diesel heaters are all installed in the working cabin; and a master control unit is arranged in the electric appliance control box, and the diesel heaters are electrically connected with the electric appliance control box. The invention further provides the method for preheating the engine through the vehicle-mounted heating vehicle. The vehicle-mounted heating vehicle has the beneficial effects that heating efficiency is high, operation is easy, maintenance is convenient, and safety and reliability are achieved, and is suitable for the working environments such as mines with severe environments.