The invention discloses an ultrafine alumina-coated bismuth molybdenum vanadate yellow pigment, which consists of an Al2O3 transparent shell coating layer and bismuth molybdenum vanadate yellow pigment powder particles spread in the Al2O3 transparent shell coating layer. In addition, the invention also discloses a preparation method of the ultrafine alumina-coated bismuth molybdenum vanadate yellow pigment. According to the ultrafine alumina-coated bismuth molybdenum vanadate yellow pigment, aluminum oxide is used as a transparent coating shell to coat the ultrafine bismuth molybdenum vanadateyellow pigment, so that the high-temperature resistance and acid resistance of the bismuth molybdenum vanadate yellow pigment are obviously improved, and higher use requirements can be met. Accordingto the invention, the ultrafine bismuth molybdenum vanadate particles prepared by adopting a wet chemical method under a liquid phase condition are coated with aluminum oxide before being dried and calcined, so that agglomeration and agglomeration of pigment powder are avoided, the particle sizes of the pigment are fine and uniform, the dispersibility is good, expensive equipment are not needed,the process is simple and easy to operate and is beneficial to popularization and application.