The invention provides a continuous fiber-reinforced polyaryletherketone composite material and a preparation method thereof, and belongs to the technical field of polymer composite materials and preparation thereof. The preparation method of the continuous fiber-reinforced polyaryletherketone composite material comprises the steps that the characteristics of solubility of polyarylether amine resin is adopted, firstly surface finish is carried out on a fiber, then polyarylether amine is hydrolyzed, and the continuous fiber with a crystal type polyaryletherketone interface bonding agent is prepared; and then a polyaryletherketone thin-film material is used, a composite winding technology and a layer-by-layer laying technology are adopted to prepare a continuous fiber-reinforced polyaryletherketone composite material precursor, and then the polyaryletherketone continuous fiber composite material is obtained through hot pressing. According to the continuous fiber-reinforced polyaryletherketone composite material and the preparation method thereof, a bonding interface of the fiber and the resin is improved, very high mechanical strength is achieved, and meanwhile, a novel technology for preparing the fiber-reinforced polyaryletherketone composite material is developed. The composite material has wide application prospects in the fields such as aviation, spaceflight and industrial machinery manufacturing.