The invention discloses a compound containing a nano NaY molecular sieve and a preparation method thereof. The preparation method comprises the steps: the NaY molecular sieve mother liquor containing nano crystal grain is separated, then washed, water and alumina are added to prepare suspending liquid, mass content of the NaY molecular sieve of nano crystal grain in the suspending liquid, the weight ratio of the molecular sieve and the alumina in the suspending liquid is 0.7: 1-1.5: 1, then a spray apparatus is used for spray shaping, and drying the material after shaping to obtain the compound containing the nano NaY molecular sieve. According to the prepared NaY molecular sieve and alumina compound, the nano-level granular NaY molecular sieve and the alumina are uniformly composited and dispersed.