The present invention relates to a composite of a cobalt-based perovskite material with a negative thermal expansion material, and a preparation method of the same, and a solid oxide fuel cell (SOFC) comprising the same, and belongs to the technical field of fuel cells. In the present invention, a negative thermal expansion material is introduced into a cobalt-based perovskite oxide to successfully prepare an SOFC cathode material with excellent electrochemical performance and low thermal expansivity. The composite electrode achieves prominent mechanical tolerance in SOFC, which can moderate a volume change during the whole calcination process and enable a smooth transition to a high-temperature stage. The composite electrode has a thermal expansion coefficient (TEC) only of 12.9×10−6 K−1, which is perfectly matched with that of an SDC electrolyte. In addition, the composite shows excellent oxygen reduction reaction (ORR) activity, high TEC, and extremely-excellent anti-CO2 poisoning performance.