A matrix-type transdermal drug delivery system including capsaicin or a capsaicin derivative as an active component and used for treating neuropathy, pain, and inflammation and a preparation method thereof are provided. The matrix-type transdermal drug delivery system includes: a drug protecting layer; a matrix layer formed on the drug protecting layer and including 0.1-25 wt % of capsaicin or a capsaicin derivative, 40-95 wt % of an adhesive including a water-insoluble acrylic polymer, 1-30 wt % of an alcohol having a molecular weight of 600 Daltons or less, 0.1-20 wt % of a nonionic surfactant, and 0.1-20 wt % of a solubilizing agent including a hydrophilic polymer; and a release liner formed on the matrix layer, and is used for treating neuropathy, pain, or inflammation.