The invention relates to a porous material supported nano alloy catalyst as well as a preparation method and application thereof and belongs to the technical field of nano material application and catalysis. The preparation method for the porous material supported nano alloy catalyst is characterized comprising the step of reaction through taking a metallic compound as a precursor, a porous material as a carrier and a borane substance as a reducing agent under the action of supercritical carbon dioxide used as a fluid medium; in the catalyst, the types of nano alloy are selected from Pt, Au, Ag, Pd, Ru, Rh, Pb, Fe, Co, Ni, Ir, Cu and the like and can be arbitrarily matched and proportioned; the size of each of nano alloy particles is about 1-2 nm. The nano particles not only can be distributed on the surface of the carrier, but also can be distributed in holes, even mesopores; therefore, the catalyst has higher catalytic activity and stability.