The invention relates to a Ce-NiO-coated Ni-MOF composite material and a preparation method and application thereof. The preparation method comprises the following preparation steps of S1, dissolvinga nickel source, a cerium source and oxalic acid in an organic solvent, carrying out a hydrothermal reaction after even mixing, and obtaining an intermediate product after cooling, washing and dryingare conducted; S2, calcining the intermediate product obtained in the step S1 to obtain Ce-NiO; S3, adding the Ce-NiO obtained in the step S2 into a mixed solution of 1, 3, 5-trimethanesulfonic acid and DMF (Dimethyl Formamide), uniformly stirring, then carrying out hydrothermal reaction, and then cooling, washing and drying to obtain the Ce-NiO coated Ni-MOF composite material. Compared with theprior art, the Ce-NiO-coated Ni-MOF composite material has high intrinsic conductivity, high specific capacitance, high conductivity and better cycling stability, the raw materials adopted in the preparation method are pollution-free, and a solvent generated in the preparation process is non-toxic.