Disclosed are a polylactide stereocomplex with improved thermal stability and thus improved processability and a method for preparing the same. In order to confer flexibility to polymer chains, D-type polylactide polymer containing a small amount of caprolactone (poly D-lactide-caprolactone copolymer) is synthesized and it is uniformly mixed with L-type single-phase polylactide to prepare a flexible polylactide stereocomplex. Since the polylactide stereocomplex having flexible polymer chains has superior heat resistance and mechanical stability and experiences little decrease of the degree of stereocomplex formation even after thermal processing, the polylactide stereocomplex having improved thermal stability can be advantageously used for engineering plastics requiring high strength and good thermal stability, alternative materials for general-use plastics, high-performance medical materials, or the like because of its remarkably improved processability.