The invention relates to a compound fluorine cesium iodate and fluorine cesium iodate nonlinear optical crystal and a preparation method and application thereof. The chemical formula of a compound isCsIO2F2, and the molecular weight of the compound is 329.81. A hydrothermal method is adopted to prepare the crystal, the chemical formula of the crystal is CsIO2F2, the molecular weight of the compound is 329.81, the crystal belongs to an orthorhombic system, the space group is Pca 21, and according to cell parameters, a is equal to 8.781(3) angstrom, b is equal to 6.3771(18) angstrom, c is equalto 8.868(3) angstrom, alpha is equal to 90 degrees, beta is equal to 90 degrees, gamma is equal to 90 degrees, and V is equal to 496.6(2) angstrom<3>; the ultraviolet transmission cut-off edge is 272nm, the infrared transmission cut-off edge is 12 microns, the band gap is 4.5 eV, and the laser damage threshold value is 20 times that of AgGaS2. The nonlinear optical effect is about 3.5 times thatof KDP. The crystal has the advantages of simplicity in operation, low in cost, free of toxicity, short in growth period, stable in physical and chemical properties and the like, and can be widely applied to nonlinear optical devices such as frequency doubling conversion and optical parametric oscillators.