The invention discloses a flue gas dust removal and denitration integrated catalytic ceramic filter which takes porous ceramics coated and adhered or wound with ceramic fiber composite membranes as carriers; iron, copper, cerium, manganese and titanium oxides or composite oxides are loaded in pores of the porous ceramics as denitration active components; a preparation method of the flue gas dust removal and denitration integrated catalytic ceramic filter can be realized by adopting a synchronous vacuum impregnation method, a step-by-step vacuum impregnation method, a co-precipitation method, a sol-gel method and other methods. The filter disclosed by the invention can remove dust and nitrogen oxides in high-temperature flue gas at the same time, is hypotoxic or non-toxic and wide in applicable temperature range and prevents the dust in the flue gas from blocking and abrading the active components. The best denitration efficiency can be achieved at different temperatures within the temperature range of 150-400 DEG C, so that the working temperature of denitration is greatly expanded. The flue gas dust removal and denitration integrated catalytic ceramic filter disclosed by the invention can be used for controlling the discharge of the dust and the nitrogen oxides in the processes of thermal power, steel, glass, ceramics, cement, nonferrous metals, petrochemical, chemical, waste incineration and the like.