The invention provides a boron carbonitride nanosheet as well as a preparation method and application thereof, the preparation method comprises the following steps: mixing a boron source, a carbon source and a nitrogen source, then stirring, drying and grinding to obtain an amorphous phase precursor, and then carrying out heat treatment, ball milling and purification. The boron carbonitride nanosheet disclosed by the invention can be applied to a supercapacitor electrode material, a heat-insulating and wave-absorbing material or a catalytic adsorption material; according to the preparation method disclosed by the invention, through ball-milling high-temperature heat treatment, the process of firstly dispersing and then separating out crystals in an aqueous solution or other solvents is omitted, so that the energy consumption of solvent evaporation is saved, and the production cost is reduced; and by optimizing the manufacturing process, the process of dissolving the raw materials in water or other solvents and then separating out is omitted, the solid raw materials are mixed and then placed in the planetary ball mill to be uniformly and finely mixed, the contact area of the raw materials is increased, the reaction is expanded, and therefore the reaction rate and the reaction degree are increased.