The invention relates to a vanadium sodium phosphate composite material as well as a preparation method and an application thereof. The general formula of the composite material provided by the invention is C1-xNx-LaNabMcVd(PO4)3, wherein C1-xNx is carbon or carbon doped with nitrogen, L is one or two selected from Li and K; M is one or more than one selected from Mg, B, Al, Ca, Ti, Cr, Mn, Fe, Co, Ni, Cu, Zn, Ce, Y, Zr, Nb, Mo, Sn, La, Ta and W; and x, a, b, c and d are mol percents, wherein x is more than or equal to 0 and less than 1, a is more than or equal to 0 and less than 2, b is more than 1 and less than or equal to 3, c is more than or equal to 0 and less than or equal to 1, and d is more than or equal to 1 and less than or equal to 2. The invention also provides a preparation method and an application of the composite material. The vanadium sodium phosphate composite material can be taken as cathode or anode material of a secondary sodium-ion battery, especially vanadium sodium phosphate composite material coated with carbon and nitrogen has higher coulombic efficiency and ion and electron conductivity and better cycling performance, is high in safety, low in price, simple in process and wide in application range and can be applied to energy storage equipment, a backup power supply, a spare power supply and the like.