The invention discloses a preparation method of a Z-direction high-strength pre-oxidized fiber thick felt. The method comprises the following steps: 1, paving a short-cut pre-oxidized fiber into a felt, cutting the felt, paving a piece of cut felt on a foam cushion layer and placing the piece of cut felt which is paved on the foam cushion layer on a needling platform of a needling machine for carrying out needling; 2, rotating by 90 degrees horizontally, then paving another piece of cut felt for carrying out needling; 3, paving pieces of the felt and carrying out needling repeatedly according to the process in the step 2, and removing the foam cushion layer, so as to obtain a green body of the pre-oxidized fiber; 4, turning by 180 degrees, then placing the green body of the pre-oxidized fiber on the needling platform of the needling machine, paving a piece of the cut felt, then rotating by 90 degrees horizontally, carrying out needling, and paving pieces of the felt and carrying out needling repeatedly for four times according to the process in the step 2; 5, repeating the step 4 until the high-strength pre-oxidized fiber thick felt with the thickness of 100-650 mm is obtained. According to the invention, the manner of the two-side alternate direction-changing lamination needling formation is adopted, so that the deformation effect during the needling is eliminated furthest, and the homogeneity of the mechanical property of the product is guaranteed.