The invention discloses a catalyst for selectively oxidizing methacrylaldehyde to prepare methacrylic acid and preparation and application methods thereof. The catalyst for selectively oxidizing the methacrylaldehyde to prepare the methacrylic acid is composed of PaMobVcXxYyZz1HhOg1-Zz2Og2, wherein X is a combination of at least two from sodium, potassium, rubidium and cesium, Y is a mixture of one or at least two from calcium, magnesium, chromium, manganese, iron, cobalt, copper, nickel, zinc, aluminum, silicon, germanium, antimony, bismuth, lanthanum or cerium, and Z comprises titanium and / or zirconium. Compared with traditional phosphovanadomolybdate catalysts. The catalyst for selectively oxidizing the methacrylaldehyde to prepare the methacrylic acid can be higher in activity when applied to selectively oxidizing the methacrylaldehyde to prepare the methacrylic acid, and during the catalytic process, when the methacrylaldehyde converting rate is 90%, and the selectivity to the methacrylic acid can reach up to 93%, so that the catalyst for selectively oxidizing the methacrylaldehyde to prepare the methacrylic acid can meet the demands of practical industrial production.