The invention discloses a ZSM-5 composite molecular sieve with a core-shell structure, a preparation method and an application thereof. The molecular sieve is characterized in that: the core phase is a ZSM-5 molecular sieve, the shell phase is a ZSM-5 molecular sieve with a mesoporous structure, the total molar ratio of silica to alumina is 30-80, the total specific surface area is 460-550 m2/g, the total pore volume is 0.25-0.38 ml/g, the size of the mesopore in the shell phase is 2-2.5 nm, the specific surface area of the mesopore in the shell phase is 480-650 m2/g, and the pore volume of the mesopore in the shell phase is 0.2-0.31 ml/g. The preparation method comprises the following steps: firstly performing crystallization of a mixture containing sodium hydroxide, a template, water, a silicon source, an aluminium source, a surfactant and the ZSM-5 molecular sieve, then performing washing, drying, roasting of the crystallized product to obtain the ZSM-5 composite molecular sieve. The composite molecular sieve is applicable to aromatic hydrocarbon conversion reaction, and has the advantages of high conversion rate and selectivity, and long catalyst life.