The invention discloses a method for preparing a heterogeneous-phase Fenton catalyst and an application thereof, which belong to the fields of waste comprehensive utilization and water treatment. The method comprises the following steps: cleaning waste iron filings and biogas residue, drying the materials, crushing the materials, doping and dipping the materials, activating the materials at high temperature, pickling a sample and screening the sample to obtain the heterogeneous-phase Fenton catalyst. The method of the catalyst has the advantages of simple and easy operation, and saved preparation cost, effectively solves the resource utilization problem of waste iron filings and biogas residue, which belongs to the preparation technology of the sustainable development catalyst. The catalyst is used for processing difficultly-degraded waste water while being used for catalysis of Fenton, the pH value is not required to be adjusted, the pollutant removal effect is good, secondary pollution of iron filings and metal ions cannot be generated, the catalyst activity is not obviously changed through continuous operation with more than 600 hours, the catalyst has stable catalysis performance and good application performance, and is suitable for industrial popularization and application.