The invention discloses a fused type prokaryotic expression vector, and a construction method and application thereof. The fused type prokaryotic expression vector comprises a promoter, a purification tag gene, a protease cleavage site, a multiple cloning site and a terminator, wherein a Beta 2 microglobulin gene is connected between the purification tag gene and the protease cleavage site. According to the fused type prokaryotic expression vector, the Beta 2 microglobulin (Beta 2M) gene is contained in the fused type prokaryotic expression vector, a foreign protein which is hard to express is connected to the downstream of the Beta 2M gene, thus the excellent characteristics of the Beta 2M gene expression vector can be fully utilized while the expression carrier expresses the foreign protein which is hard to express, the foreign protein can be effectively expressed in a host cell, and the target protein can be conveniently renatured and separated and purified in the later period; in addition, a purification tag and an enzyme cleavage site are contained in the fused type prokaryotic expression vector, thus the protein can be conveniently separated and purified after the expression, and the purification tag and the Beta 2M protein also can be conveniently removed, and as a result, the target protein closer to the natural sequence can be gained.