The invention discloses a NiFe3N/NF electrochemical catalyst and a preparation method and an application thereof. The electrochemical catalyst is derived by treating a dual-MOF (dual-metal-organic framework) with heat, K4Fe(CN)6 is adopted as a ligand, the ligand contains Fe to provide an Fe source, and by combining a complexing agent ligand with central metal Ni, the dual-MOF is formed; in-situ synthesis is carried out on an Ni substrate, not only is the electric conductivity of the Ni substrate utilized, but also the resistance between the MOF and the Ni substrate is decreased by in-situ synthesis, the dual-MOF is synthesized in one step, and the porosity of the MOF is utilized; moreover, after alkali metal salt is utilized for wrapping, the MOF is treated by heat, and thereby the morphology of the MOF is kept. The process of the preparation method disclosed by the invention is simple, the material cost is low, the preparation method is easy to operate, moreover, the repeatability is high, and the prepared NiFe3N/NF electrochemical catalyst is used for electrocatalytic oxygen evolution reaction.