The present invention falls within the field of pharmaceutical chemistry, and relates to a method for preparing a steroid derivative FXR agonist and relevant intermediates. In particular, the present invention relates to a method for preparing a compound of formula I, comprising reacting a compound of formula 8 with a compound of formula 9 to obtain a compound of formula 10, obtaining a compound of formula 11 from a reaction of the compound of formula 10, and obtaining the compound of formula I from a reaction of the compound of formula 11, as well as the intermediates used, the methods for preparing the intermediates and the use of the intermediates. The reaction conditions of the preparation method are mild, and some of the steps can convert multiple groups simultaneously, thereby effectively shortening the sequence of steps. The preparation method is suitable for industrialized production.