The invention discloses a formaldehyde catching agent, a preparation method thereof and application thereof in formaldehyde removal. The formaldehyde catching agent is a micro-cross-linked polymer, and structural units of the formaldehyde catching agent are shown in the formula I, the formula II, the formula III and the formula IV. In the formula I and the formula II, R1 represents hydrogen or methyl, a represents a natural number ranging from 0 to 500, b represents a natural number ranging from 45 to 950, c represents a natural number ranging from 60 to 850, and d represents a natural number ranging from 1 to 12. R2 represents structural units shown in the formula V and / or the formula VI, x represents a natural number ranging from 1 to 12, y represents a natural number ranging from 1 to 12, and x+y=d. The amino group density of the formaldehyde catching agent is high, namely the value of a+ b+c is large because the amide group in the formula I, the primary amino group in the formula II and the secondary amino group in the formula III all can react with formaldehyde, wherein the activity of the primary amino group is the maximum, the activity of the secondary amino group take the second place, and the activity of the amide group is the minimum. The formaldehyde removal efficiency is high. The formaldehyde catching agent is of a ring structure, has high affinity for base material fibers such as fabrics and carpets and is easily adsorbed onto base materials actively during impregnated using.