The present invention relates to the field of catalyst molding, and particularly provides a titanium-silicon molecular sieve molding method, which comprises: mixing a titanium-silicon molecular sieve and a water-containing mixture, carrying out hydrothermal treatment under a sealed condition, molding the slurry obtained from the hydrothermal treatment to obtain a molding body, and calcining the molding body, wherein the water-containing mixture contains a silicon element, a titanium element and a nitrogen element, and is at least partially derived from the crystallization mother liquor of the titanium silicon molecular sieve. The present invention provides a molding catalyst prepared according to the preparation method, and applications thereof. The invention further provides a cyclohexanone oxidation method. According to the present invention, with the titanium-silicon molecular sieve molding method, the industrial waste liquid is effectively utilized, and the problems of complex process, corrosion on equipment, harmful emission and the like of the traditional process are overcome; and the molding catalyst has characteristics of high titanium-silicon molecular sieve content, high pore volume, high crushing resistance, and high selectivity to the target product.