The invention discloses anhydrous oxyhalide tellurite glass and a preparation method thereof. The anhydrous oxyhalide tellurite glass comprises 60 to 85 mol% of TeO2, 5 to 20 mol% of MO, 0 to 5 mol% of R2O and 1 to 20 mol% of XY3, wherein M represents one or more of Mg, Ca, Sr, and Ba, R represents one or more of Li, Na and K, X represents one or more of Ga, In and Zr and Y represents F or Cl). The oxyhalide tellurite glass is prepared by a high temperature melting method, the glass transition temperature is between 340 to 390 DEG C and a glass stability parameter delta T is greater than or equal to 85 DEG C. The preparation method adopts dehydration processes such as raw material drying, ammonium bifluoride fluorination reaction, high temperature melting and feeding of oxidizing dry gas so that the content of the hydroxyl group in the glass is 0.005 cm<-1>. The anhydrous oxyhalide tellurite glass is a good candidate material for preparation of infrared optical fibers.