The invention relates to a cholesterol-poloxamer-cholesterol triblock copolymer, a preparation method and application thereof. The triblock copolymer is obtained by taking poloxamer as the basic framework, and connecting cholesterol to both ends by carbonic ester bonds. The preparation method includes: placing poloxamer in a sealed container, adding an alkaline catalyst and an acid binding agent under a nitrogen condition, slowly adding a dichloromethane solution containing cholesteryl chloroformate dropwise, conducting stirring mixing in ice-water bath for 5-30min, then placing the mixture at room temperature to react for 1-72h, after the reaction, at the end of the reaction, reducing the pressure and removing the solvent so as to obtain a crude product; adding a proper amount of distilled water to the crude product, performing extraction with dichloromethane three times, then conducting washing three times with ice water, saturated sodium chloride and 100mM hydrochloric acid in order, and carrying out precipitation by ice ether to obtain a white wax matter; and subjecting the white wax matter to repeated precipitation refining by ice ether, thus obtaining the triblock copolymer. And the triblock copolymer has the advantages of low critical micelle concentration, large drug loading capacity, good dilution stability, simple synthetic process, low cost, and wide application range, etc. (structural formula).