The invention relates to a catalyst for removing alkene material flow impurity through deep purification at room temperature, a preparation method and an application thereof. According to the invention, the catalyst takes cobalt in an oxidation state as an active component, zinc oxide is taken as a first auxiliary agent, cerium oxide is taken as a second auxiliary agent, the weight ratio of the cobalt in the oxidation state to zinc to cerium is 10-95: 1-30: 1-40, a coprecipitation method is employed for preparation, cobalt in the oxidation state as an active component, zinc oxide and cerium oxide are taken as the auxiliary agents, the prepared nano cobalt-zinc-cerium composite metal oxide catalyst has a sea urchin-shaped microscopic microstructure, and has the advantages of large specific surface area, small particle size, strong CO adsorption capability, and high oxygen vacancies activity, CO can be thoroughly removed (less than or equal to 5ppb) at room temperature, the catalyst has good anti-sulfur performance and water resistance performance, stability is good, and the preparation technology is simple. The catalyst does not require reduction and activation, microscale carbon monoxide in the alkene material can be deeply removed to 5 ppb or below under condition from room temperature to subzero (-20 DEG C-40 DEG C), and can be used in fields of petrochemical industry and environmental protection.