The invention discloses an ultrafine silicon dioxide glass fiber and a preparation method thereof. The ultrafine silicon dioxide glass fiber is prepared by the steps of: by taking Si powder as a raw material and a certain amount of Al powder as a reaction accelerant, performing vacuum ball milling and activation on the raw material, igniting the accelerant by an electrified tungsten wire coil in an atmosphere environment and performing spontaneous active combustion on Si/Al powder. The method has the advantages of simple raw material, low cost, low energy consumption, no pollution and the like, and is conductive to development of national energy conservation and emission reduction Twelfth Five-Year plan career.