The invention relates to a preparation method of a core-shell ZSM-5/SAPO-5 composite molecular sieve film. The preparation method comprises the following steps: preparation of a ZSM-5 molecular sieve synthetic liquid, preparation of an SAPO-5 molecular sieve synthetic liquid, preparation of core-shell ZSM-5/SAPO-5 molecular sieve composite seed crystal and preparation of the core-shell ZSM-5/SAPO-5 composite molecular sieve film. In the preparation of the composite molecular sieve film, a PVA coating is prepared on the surface of a carrier, the molecular sieve composite seed crystal is loaded on the surface of the modified carrier, the obtained product is put in a reactor, the temperature is allowed to reduced to the room temperature after the reaction is over, and cleaning and drying are carried out to obtain the core-shell ZSM-5/SAPO-5 composite molecular sieve film. The method is mild in technical condition and simple in process. The synthetic core-shell ZSM-5/SAPO-5 composite molecular sieve film combines the structural characteristic of a core-shell composite molecular sieve film and the advantage of an active metal catalyst into one body.