The invention discloses a multi-scale structure composite magnetic powder core and a preparation method thereof. The magnetic powder core disclosed by the invention comprises 1-5% of Fe nano particle and 95-99% of Fe-6.5% Si powder by mass. The preparation method comprises the following steps of: uniformly mixing Fe-6.5% Si powder and the Fe nano particle; adding the mixed powder in an amount of one hundredth of the mass into (3-Aminopropyl)-triethoxysilane (APTS) coupling agent solution, uniformly stirring, cleaning by using alcohol and drying; adding the mixed powder in an amount of four percent of the mass into a polysiloxane resin solution, and uniformly mixing and drying; and pressing the mixed powder added into polysiloxane resin into a blank with density of 6.2-6.3 g/cm<3>, heating the blank for 1 hour at 500 DEG C, and cooling the blank to a room temperature, thereby preparing the multi-scale structure composite magnetic powder core disclosed by the invention. The magnetic powder core has the characteristics of high saturation flux density, high magnetic conductivity, low magnetic loss and the like.