The invention discloses a Pd nano-particle loaded ferronickel double hydroxide nanosheet array structure material, a preparation method and application thereof. The preparation method comprises the following steps: adding nickel salt, ferric salt, urea and quaternary ammonium salt into absolute methanol, ultrasonically dissolving the components, adding a palladium source solution, uniformly mixingthe components, transferring the mixed solution into a reaction kettle, obliquely placing foamed nickel into the mixed solution, carrying out solvothermal reaction, naturally cooling the reaction product to room temperature, and washing and drying the reaction product to obtain the Pd nanoparticle loaded NiFe LDH nanosheet array structure material. The material has the advantages of high activity, good durability, simple preparation process and low cost in alkaline electrolyte, shows excellent activity and stability for oxygen evolution reaction, hydrogen evolution reaction and total hydrolysis reaction, and has very high value in practical application of electro-catalytic water decomposition materials.