The invention discloses an MXene aerogel fiber as well as a preparation method and application thereof. The preparation method comprises the following steps of carrying out chemical etching treatment on an MAX phase material to obtain an MXene material, and forming an MXene dispersion liquid; and taking the MXene dispersion liquid as a spinning solution, preparing a MXene hydrogel fiber by adopting a spinning technology, and then drying the MXene hydrogel fibers to obtain the MXene aerogel fiber. The preparation method is simple and rapid, continuous large-scale preparation of the MXene aerogel fiber is facilitated, the prepared MXene aerogel fiber has a continuous MXene three-dimensional hierarchical pore network structure formed by lapping two-dimensional MXene sheet layers, the porosity is high, the specific surface area is large, the diameter is adjustable, the length-diameter ratio is large, the conductivity is high, the conductivity is excellent, the strength and the toughness are good, and the MXene aerogel fiber can be used in the fields of conductive yarns, electric heating, energy devices, composite materials, catalysis, antennas, electromagnetic shielding, wave absorption and the like.