I think that in this sentence indeed, you don’t need any preposition.
Actually, it depends what is the “something”. If its a discipline (school subject, sport, art…) I would not add anything.
However, you should use “travailler sur quelque chose” if that “quelque chose” refers to a specific task (“travailler sur un projet” par exemple).
Dont hesitate if anyone wants to bring any correction or precision 🙂