The invention relates to a continuous carbon fiber-reinforced PA6 composite with high strength, high modulus, electrical conductivity and thermal conductivity, and a preparation method thereof. The composite comprises, by weight, (1) 100 parts of PA6 resin, (2) 0.2 to 1 part of an anti-oxidant, (3) 0.2 to 1.2 parts of a flow promoter, (4) 2 to 10 parts of a flexibilizer and (5) 1 to 5 parts of a compatilizer. The preparation method comprises the following steps: premixing the above components according to a certain ratio, carrying out melting and mixing via a double/single-screw set and then extruding the obtained mixture into a die head for flow splitting and impregnation so as to prepare the continuous carbon fiber-reinforced PA6 composite with high strength, high modulus, electrical conductivity and thermal conductivity. Compared with conventional staple carbon fiber-reinforced PA6 composites, the continuous carbon fiber-reinforced PA6 composite prepared by using a special impregnation process in the invention has greatly improved mechanical properties since the length retention rate of carbon fibers in a PA6 carrier is high or continuous and has substantially improved electrical conductivity and thermal conductivity due to a continuous network structure, so the application range of the composite is greatly broadened.