The invention discloses a high-mechanical-strength carbon nanotube composite hollow fiber membrane and a preparation method thereof. The high-mechanical-strength carbon nanotube composite hollow fiber membrane is characterized by being prepared from, by weight, 1-20 parts of carbon nanotubes, 15-40 parts of titanium dioxide powder, 50-60 parts of N-methyl-2-pyrrolidinone and 1-5 parts of polyvinyl butyral. Compared with traditional pure carbon nanotube hollow fiber membranes, the high-mechanical-strength carbon nanotube composite hollow fiber membrane has the advantages of high mechanical strength and further keeps advantages of high conductivity, high throughput, high chemical stability, high temperature resistance and the like of the pure carbon nanotube memebranes. The preparation method is technically simple and feasible, free of expensive equipment, convenient, flexible and good for operation and popularization. Therefore, the composite hollow fiber membrane with various advantages is especially suitable for popularization and application and extensive in market prospect.