The invention discloses a polymer carrier supported catalyst composite material as well as application and a preparation method thereof. According to the present invention, a powder catalyst is supported and fixed on the waste or product polymer material by using an impregnation-melting method so as to prepare the molded easily-circulating supported catalyst, such that various defects existing in the direct use of the powder catalyst are solved; the catalyst material has the advantages of high quality, guaranteed catalytic capability, simple preparation process, easy control and low cost. According to the method, recycling of the waste plastics can be achieved, the waste plastics and conventional chemical raw materials are used for preparing the catalytic material for wastewater or waste gas treatment, so that environmental friendliness is achieved, waste is treated with waste, and maximization of material resource utilization is achieved. The supported catalyst is large in specific surface area, low in bulk density, high in mechanical strength, high in porosity, large in fluid flux, large in loading capacity, good in chemical stability and low in production cost, and can be applied to the fields of Fenton reaction, Fenton-like reaction, SCR catalytic reduction and catalytic combustion.