The invention relates to a two-dimensional ultrathin ferric diselenide nano material as well as a preparation method and an application thereof. The nano material is 0.5-5 microns in size and 3-7nm thick; the nano material is prepared by the following steps: mixing Se powder with a solvent, adding a certain amount of thiol and stirring for 1-5min in the atmosphere of inert gas so as to obtain a high-activity Se precursor; dissolving an inorganic solvent of iron to an oleylamine solvent, injecting the Se precursor at a certain temperature, and reacting for a certain duration in the atmosphere to the inert gas so as to obtain the ultrathin ferric diselenide nano material, wherein the ultrathin ferric diselenide nano material can be used for preparing the counter electrode of a dye-sensitized cell. Compared with the prior art, the ferric diselenide prepared by the invention is controllable in morphology, and is simple to operate, good in repeatability, low in cost and prone to large-scale production.