The invention relates to a catalyst, which is applicable to the selective liquid phase catalytic hydrogenation of Alpha, Beta-unsaturated carbonyl compounds to make corresponding unsaturated carbonyl compounds or unsaturated alcohol, being especially suitable for the selective hydrogenation of citral to make citronellal and/or citronellol. The catalyst of the invention is a metal component loaded on a structured composite nano carbon fiber, wherein, the metal component is selected from one of or a plurality of nickel, ruthenium, rhodium, palladium and platinum. The components of the catalyst are: 1) structured substrate, such as metal foam, honeycomb ceramic, carbon felt and ceramic fiber; 2) nano material coating, such as nano carbon fiber; 3) metal active component, such as nickel, ruthenium, rhodium, palladium and/or platinum. The invention effectively avoids deep reaction, thus enhancing the target product selectivity. The catalyst is prefabricated into a variety of shapes and installed in a reactor, so that the catalyst, the liquid phase reactants and the solution are easy to be separated, thus meanwhile reducing the loss of the catalyst.