The invention discloses a method for high selectively preparing an aldehyde by using an olefin. According to the method, an organic polymer self-load type catalyst is used, an olefin hydroformylationreaction is applied to high selectively preparation of an aldehyde. According to the organic polymer self-load catalyst, one, two or three metals selected from a group consisting of Rh, Co, Pd and Irare used as active components, and a phosphine-containing organic copolymer is used as a carrier, wherein the phosphine-containing organic copolymer carrier is formed by copolymerization of a polydentate organic phosphine ligand and a monodentateorganic phosphine ligand. The organic polymer self-load catalyst provided by the invention is suitable for reactors such as fixed beds, slurry beds, bubbling beds, trickle beds and the like, and has good performance in a reaction of high selectively preparing the aldehyde through the olefin hydroformylation reaction; the aldehyde with a high normal-specific ratio can be produced, wherein the positive-specific ratio can reach 25 or above; side reactions are few; and the alkane content of an obtained product is 1% or below. The multi-phase catalyst is good in stability, and the separation of the catalyst from the reactants and products is simple and efficient.