A method for preparing nylon microspheres is provided, said method comprising steps (1), (2) and (3) or steps (1′), (2) and (3) as follows: (1) a radically polymerizable monomer is dispersed in a molten lactam monomer, and a free radical initiator is added, so that radical polymerization of the radically polymerizable monomer is carried out, to give a mixture of a free radical polymer and the lactam monomer; or (1′) a mixture of a free radical polymer and a molten lactam monomer is provided; and (2) an initiator and an activator, used for anionic ring-opening polymerization of the lactam monomer, are added to the mixture obtained in step (1) wherein the remaining radically polymerizable monomer and water are removed, or to the mixture obtained in step (1′), so that the anionic ring-opening polymerization of the lactam is carried out to give a polymer alloy of the free radical polymer/polyamide; and (3) the free radical polymer in the polymer alloy obtained in step (2) is removed by dissolution, giving nylon microspheres. Nylon microspheres are also provided, wherein the weight average molecular weight of the nylon lies in the range of 10000-300000, and the particle size of the nylon microspheres lies in the range of 0.1-500 μm.