The invention discloses high-wave impedance concrete as well as a preparation method and application thereof. The high-wave impedance concrete is prepared from the following components including cement, water, iron sands and an effective water reducing agent, wherein the water cement ratio is 0.24-0.28, the mass ratio of the cement to the iron sands is 1:(1.6-3.0), and the quality of the effective water reducing agent accounting for 1.0-2.0 percent of the quality of the cement. According to the preparation method disclosed by the invention, the cement, the water, the iron sands and the effective water reducing agent are mixed to carry out gelatinization to form the high-wave impedance concrete, and slurry formed by the cement and the water wraps the iron sands by virtue of mixing, and hardening is carried out to form calculus; water dosage is reduced by virtue of the effective water reducing agent, and the calculus density is improved; meanwhile, as the density of the concrete and longitudinal wave propagation speed of the concrete are increased by utilizing the iron sands, the high-wave impedance concrete is obtained, and the reflectivity of explosive blast can be improved.