The present invention relates to a thermoelectric composite material and a method for preparing a thermoelectric composite material. Specifically, the invention relates to a thermoelectric composite material in which graphene oxide attached with conductive metal nanoparticles is dispersed in a thermoelectric material and a method for preparing a thermoelectric composite powder comprising the steps of: growing conductive metal nanoparticles on the surface of graphene oxide (step 1); and introducing the graphene oxide attached with the conductive metal nanoparticles prepared in step 1 into a thermoelectric material precursor solution, followed by heat treatment (step 2).