The invention discloses a novel activated carbon fiber adsorbent a preparation method and the application thereof. The activated carbon fiber adsorbent is characterized by carrying MoS2 on the surface of activated carbon fiber. The preparation method comprises the following steps: the activated carbon fiber is used as a carrier, ammonium molybdate is used as a precursor, and deionized water is used as a solvent to be prepared into steeping liquor, wherein the mass ratio of the activated carbon fiber to the ammonium molybdate is 1 : 0.25 to 0.3; the ammonium molybdate is carried in the activated carbon fiber by a wet immersion method, and then, the activated carbon fiber immersed with the ammonium molybdate is heated to 450 to 500 DEG C in inert atmosphere to be oxidized and decomposed to obtain MoO3-activated carbon fiber; and then, the MoO3-activated carbon fiber is heated to 800 to 825 DEG C in Ar/H2S to be sulfurized, and finally, the activated carbon fiber with the surface carried with MoS2 is prepared, i.e. the activated carbon fiber adsorbent is prepared. When the activated carbon fiber adsorbent is used for removing mercury in fume, the effect is good, and the activated carbon fiber adsorbent also has the advantages of simple preparation and easy process control.