The invention relates to a preparation method of a sulfur-tolerant palladium-base catalyst, belonging to the field of preparation of supported catalysts. The method comprises the following steps: mixing a gamma-Al2O3 carrier, of which the granularity is 0.6-0.9mm, with a cerous nitrate-zirconium nitrate water solution by an isometric impregnation method, impregnating at constant temperature while stirring, drying by distillation, sectionally roasting with microwaves to prepare the CeO2-ZrO2/gamma-Al2O3 catalyst carrier; and mixing the CeO2-ZrO2/gamma-Al2O3 catalyst carrier and a PdCl2 solution, impregnating at constant temperature while stirring, drying by distillation, and roasting with microwaves to obtain the Pd-CeO2-ZrO2/gamma-Al2O3 catalyst. When being used for synthesizing dimethyl ether by a coal-base synthetic gas one-step method, the sulfur-tolerant Pd-CeO2-ZrO2/gamma-Al2O3 catalyst has higher CO conversion rate and higher selectivity for the product dimethyl ether; and the invention obviously enhances the sulfur-tolerant stability and anti-carbon performance of the catalyst, optimizes the catalyst preparation technique, is simple to operate, and has the advantages of short time consumption, small energy consumption and good repetitiveness.