The invention relates to a method for preparing a composite material of coiled carbon fibers filled with nano-magnetic micro-powder. The method comprises the following steps: dispersing ferrite powder or iron powder with the grain diameters between 5 and 200 nanometers into ethanol uniformly; adding the coiled carbon fibers with the spiral diameters between 2 and 30 mu m; stirring the mixture; oscillating the mixture by using ultrasonic waves; evaporating the ethanol until the mixture is dry; adding a small amount of ethanol into an obtained product; leaching the obtained product by using a sand core funnel; washing a filter cake with the ethanol; and removing the ferrite powder or the iron powder which is not filled into coiled carbon fiber tubes to obtain the composite material of the coiled carbon fiber tubes filled with the nano-ferrite powder or the nano-iron powder. The method realizes the filling of the nano-magnetic micro-powder into the coiled carbon fibers by the methods of mechanical stirring, ultrasonic oscillation and the like. The magnetic performance of the magnetic composite material of the coiled carbon fibers filled with the nano-ferrite powder or the nano-iron powder is improved greatly, wherein the real part of a maximum value of the magnetic permeability is up to 6 from the original 1 and the virtual part is up to 5 from the original 0.