The invention relates to a mixed matrix membrane and a preparation method thereof. The mixed matrix membrane is prepared from an open-celled MFI zeolite nanosheet and polydimethylsiloxane, and the mass content of the open-celled MFI zeolite nanosheet is 0. 05% to 20%. The preparation method comprises the steps of preparing a multilayer MFI zeolite without an organic structure directing agent, peeling and preparing the open-celled MFI zeolite nanosheet, and then mixing with an organic polymer to form a film. The zeolite nanosheet mixed matrix membrane has high gas permeability and selectivity,and has broad application prospects in separation of CO2-N2, CO2-CH4, and alkane isomer gas mixtures.