The invention provides a continuous cellulose aerogel fiber and a preparation method thereof. The preparation method comprises the following steps: dispersing cellulose into a dispersing agent so as to obtain a spinning stock solution; extruding the spinning stock solution into a coagulating bath for wet-method spinning so as to obtain cellulose aerogel fiber; winding the cellulose aerogel fiber in the coagulating bath, and soaking into an aging liquid for aging; washing the aged cellulose aerogel fiber till the pH is neutral, and drying, so as to obtain the continuous cellulose aerogel fiber. The preparation method provided by the invention has the characteristics that raw materials are cheap and easy to obtain, the preparation process is simple, green and pollution-free, the continuous cellulose aerogel fiber is good is spinnability, and the problem that cellulose aerogel is hard to spin into fiber is solved. The diameter of the cellulose aerogel fiber provided by the invention is smaller than 120 [mu]m, the cellulose aerogel fiber has the characteristics of high specific surface area (greater than or equal to 88m<2>/g), high porosity (greater than or equal to 85%), and low density (less than or equal to 0.2/cm<3>), meanwhile the fiber specific surface area can be adjusted, and the cellulose aerogel fiber can be used in fields such as functional clothes, sensing, catalyst loading and adsorption filtration, cosmetics and biological treatment.