The invention discloses a co-extrusion formed wood-plastic composite plate and a preparation method thereof, which discloses a composite material, a structural material and the preparation method of the materials. The co-extrusion formed wood-plastic composite plate is composed of an anti-aging resin layer and a wood-plastic structural layer, wherein the anti-aging resin layer is located on the surface of the wood-plastic structural layer. The anti-aging resin layer is formed by melting, blending and extruding an ASA (Acrylonitile-Styrene-Acrylate) resin, titanium dioxide, an antioxidant and a light stabilizer; and the wood-plastic structural layer is formed by extruding polyethylene, wood power, calcium powder, a rare-earth coupling agent, chlorinated polyethylene, acrylic resin, polyethylene wax, octyl stearate and ethylene bis stearamide. Different molten material flows are formed by the anti-aging resin layer and the wood-plastic structural layer, and then the material flows are converged in a compound machine head and co-extruded by a neck mould, so that the co-extrusion formed wood-plastic composite plate is prepared. Besides the characteristics of multiple purposes of common wood-plastic plates, the wood-plastic plate has more excellent anti-aging property and does not age after a long use in the open air. The co-extrusion formed wood-plastic composite plate disclosed by the invention is suitable for preparing indoor and outdoor floors, guardrails, decorative sheets and the like.