The invention provides a coal-based gas dreg light-weight micro-pore concrete composite sheet material and a preparation method thereof. The composite sheet material is formed by compounding a decorative mortar surface layer and a light-weight micro-pore concrete heat-preservation layer; coal-based gas dreg discharged in an industrialized process is taken as light-weight aggregate, has good heat-preservation performance, light weight, heat insulation performance and high specific strength, is wholly made from inorganic materials, and has the characteristics of nonflammable property and good durability; the defects that a heat preservation system of current frequently-used sheet materials, such as polystyrene plates, is flammable, the outer decoration easily forms swelling and falls and the service life is extremely lower than that of a building are overcome; and more importantly, industrial waste dreg is recycled so that the cost of the sheet material is extremely reduced, dual benefits of eliminating environment pollution and saving building energy are realized, non-renewable natural building material resources are protected, and the sheet material has real and long-lasting meanings on national economy and livelihood of people.