The invention relates to a preparation method and an application of a thrombin aptamer photoelectrochemical sensor based on a polydopamine composite capsule marking, which belong to the technical field of preparation of novel functional nanocomposite and detection of biosensors. On the basis of the characteristic of high load of a polydopamine capsule, Cd<2+> is adsorbed by the polydopamine capsule, so that a Cd<2+>@polydopamine composite capsule is obtained and is used for marking a thrombin aptamer; CdS nano particles are generated in situ on the polydopamine composite capsule by adopting an in-situ growth method; the sandwich type photoelectrochemical immune sensor which has the advantages of low cost and simplicity and convenience in operation is successfully constructed by utilizing the synergistic effect between TiO2 and CdS in the polydopamine composite capsule and the specific recognition function of the aptamer and a target object, and high-sensitivity detection of thrombin is realized.