The invention relates to the field of filter assemblies, and discloses a preparation method of a filter assembly, the filter assembly comprises a porous matrix with micron pore channels and a non-stick coating located in the pore channels; the preparation method comprises the following steps: loading a non-stick coating on the porous matrix, then carrying out ultrasonic treatment, and introducingan air flow, so that the non-stick coating enters the pore channels, and the ultrasonic frequency of the ultrasonic treatment is 20-80 kHz, and the sound intensity is 0.2-2 W/cm<2>. The filter assembly is used as a filter installed in the Fischer-Tropsch synthesis reactor, so that the risk that catalyst particles are caked and blocked on the surface of the filter is reduced, the time flux is increased, the service life of the reactor is prolonged, and meanwhile the filter efficiency is improved.