The invention relates to a heteroatom-containing Pi-ligand metallocene complex, a preparation method thereof, a catalyst system thereof and an application of the catalyst system. The metallocene complex has a chemical structure shown as a following chemical formula (I):, wherein, M is the third, fourth, fifth or sixth transition metal element in periodic table of elements, which comprises lanthanide and actinium series elements; X, equal to or different from each other, are selected from the group consisting of the hydrogen element, halogen, alkyl R, alkyloxy OR, mercapto SR, carboxyl OCOR, amidogen NR2, phosphino PR2, -OR.O- and OSO2CF3; n is an integer from 1 to 4, n is not equal to zero; the product of electrical numbers of n and X is equal to the charge number by reducing 2 of the central metal atom M; Q is divalent free radical; A is a Pi-ligand, and has a structure shown as the chemical formula (II):, and Z is the Pi-ligand, and Z is equal to A, or Z has the chemical structure shown as the following chemical formula.