A magnetic strong base anion exchange resin with high mechanical strength and a preparation method thereof, belonging to the field of resin materials. The preparation method comprises steps of: adding a conventional strong base anion exchange resin to a mixture of trivalent iron salt and divalent iron salt, and then mixing the resin adsorbed with the iron salt with aqueous ammonia so that Fe3O4 nanoparticles are contained in the resin structure. Then, the resin containing Fe3O4 nanoparticles is added to alcoholic solution dissolved with silane coupling agent to form a dense SiO2 coating on the surface of the resin, so as to obtain magnetic strong base anion exchange resin with high mechanical strength.