The present invention provides a preparation method for a composite porous structure, comprising the following steps: step (a): preparing a porous substrate having multiple pores, a first surface and a second surface; and step (b): continuously feeding a cooling fluid to contact the first surface and to flow continuously to the second surface through the pores of the porous substrate, and heating a coating material to multiple molten particles by a heat source and spraying the molten particles onto the second surface of the porous substrate, so as to form a coating layer having multiple micropores on the second surface of the porous substrate and obtain the composite porous structure formed. Besides, also provided is a composite porous structure prepared by the preparation method.