The invention relates to a mesoporous La0.8Sr0.2CoO3 loaded nanometer CeO2 catalyst as well as a preparation method and an application thereof. According to the mesoporous La0.8Sr0.2CoO3 loaded CeO2 catalyst disclosed by the invention, mesoporous perovskite La0.8Sr0.2CoO3 with a high specific surface area is used as a carrier, a cerium nitrate solution is used as a cerium source, and under alkaline conditions, CeO2 is loaded on the surface of mesoporous La0.8Sr0.2CoO3 by a hydrothermal method so that a loaded type catalyst is obtained. The preparation method comprises the specific steps of (1) performing mixing and hydrothermal loading on La0.8Sr0.2CoO3 which is used as a carrier and has a large specific surface area, and the cerium nitrate solution under the alkaline conditions for some time; and (2) washing the obtained mixture, filtering the washed mixture, drying the filtered mixture, and roasting the dried mixture so as to obtain a loaded type perovskite catalyst, wherein the La0.8Sr0.2CoO3 with the high specific surface area can be synthesized by using mesoporous SiO2 as a hard template. The mesoporous La0.8Sr0.2CoO3 loaded nanometer CeO2 catalyst as well as the preparation method and the application thereof disclosed by the invention have the advantages that the preparation method is simple, the cost of the mesoporous La0.8Sr0.2CoO3 loaded nanometer CeO2 catalyst is lower than that of a noble metal catalyst, all components in the catalyst are uniformly dispersed and interact, the growth of crystal grains is restrained, the obtained loaded type catalyst has good low temperature catalytic activity and good heat stability on oxidation of CO in the automobile tail gas, and the mesoporous La0.8Sr0.2CoO3 loaded nanometer CeO2 catalyst has good application prospects in the respects of treatment and purification of the automobile tail gas.