The present invention provides a titanium-silicalite molecular sieve and a method for preparing the same. The method includes the steps of preparing a mixture of a titanium source, a silicon source, a transition metal source, a template agent and water; heating the mixture to form a gel mixture; heating the gel mixture in a water bath; and calcining the gel mixture after the gel mixture in the water bath to form the titanium-silicalite molecular sieve. The present invention further provides a method for preparing cyclohexanone oxime by using the titanium-silicalite molecular sieve as the catalyst which results in high conversion rate, high selectivity and high usage efficiency of hydrogen peroxide.