The invention relates to a method for preparing polyformaldehyde dimethyl ether by using a loaded niobium oxide catalyst. The method is characterized by comprising the following steps of: a) preparing the polyformaldehyde dimethyl ether by a catalytic reaction, wherein the molar ratio of methylal to trioxymethylene is 0.5 to 5, loaded niobium oxide is taken as a catalyst, the using amount of the catalyst is 0.1 to 5 percent of the molar weight of a reactant, the reaction temperature is between 100 and 200 DEG C, reaction time is between 10 minutes and 48 hours and reaction pressure is between 0.1 and 10 MPa; b) rectifying and separating, namely, separating a low-boiling point component, namely, methylal DMM, polydiformaldehyde dimethyl ether DMM2 and unreacted trioxymethylene out and separating polyformaldehyde diformaldehyde DMM3-8 out, wherein a small amount of polyformaldehyde dimethyl ether DMMn with a high polymerization degree exists at the bottom of a kettle and n is more than 8; and c) adding a small amount of fresh trioxymethylene into the methylal, the polydiformaldehyde dimethyl ether DMM2 and the unreacted trioxymethylene which are separated out in the previous step and continuing reacting so as to obtain the polyformaldehyde diformaldehyde DMM3-8 which is suitable to be taken as a diesel engine blending combustion component. Therefore, the utilization ratios of raw materials are increased.