The open spin-1/2 XXZ spin chain with diagonal boundary magnetic fields is the paradigmatic example of a quantum integrable model with open boundary conditions. We formulate a quantum algorithm for preparing Bethe states of this model, corresponding to real solutions of the Bethe equations. The algorithm is probabilistic, with a success probability that decreases with the number of down spins. For a Bethe state of $L$ spins with $M$ down spins, which contains a total of $binom{L}{M}, 2^{M}, M!$ terms, the algorithm requires $L+M^2+2M$ qubits.