The invention provides a self-cleaning energy-saving coating with a function of purifying the air. The self-cleaning energy-saving coating is prepared from the following raw materials of: in parts byweight, 10.0-20.0 parts of deionized water, 0.1-0.2 part of an antiseptic, 0.3-0.5 part of a dispersing agent, 1.3-2.0 parts of propylene glycol, 0.3-0.5 part of an anti-settling agent, 10.0-15.0 parts of photocatalytic titanium dioxide, 10.0-20.0 parts of rutile titanium dioxide, 10.0-15.0 parts of calcium carbonate, 5.0-10.0 parts of talc powder, 30.0-45.0 parts of acrylic acid emulsion, 1.0-1.5parts of a film-forming assistant, 0.2-0.6 part of a thickener, 0.2-0.4 part of an antifoaming agent and 0.2-0.5 part of a leveling agent. The invention also relates to a preparation method and application of the self-cleaning energy-saving coating. The self-cleaning energy-saving coating can be applied to coatings of interior walls and exterior walls, has the functions of air purification, selfcleaning and energy saving at the same time, and the product has strong adhesion, good durability and a simple preparation process.