The invention discloses a supported nickel-based alloy catalyst as well as a preparation method and application thereof. The supported nickel-based alloy catalyst comprises a carrier and a nickel-based alloy supported by the carrier. The nickel-based alloy is a NixMyCz alloy, wherein x is greater than or equal to 1 and less than or equal to 10, y is greater than or equal to 1 and less than or equal to 10, and z is greater than or equal to 0 and less than or equal to 5; M is selected from at least one of iron, copper, cobalt, zinc, molybdenum, palladium, silver, gallium, indium, tin, germanium,bismuth and lead; in addition, when z is greater than 0, M is not indium, the total mass of the nickel-based alloy is 1 to 50 percent, and the balance is a carrier. The catalyst provided by the invention has the advantages of stable structure, good thermal conductivity, high permeability, high conversion rate, high selectivity, high activity, high mechanical strength, easiness in forming and filling, high throughput, low pressure drop and the like. The supported nickel-based alloy catalyst is a good catalyst for reactions for preparing methyl glycollate, ethylene glycol and ethanol by hydrogenation of dimethyl oxalate.