The invention provides a catalyst for hydro-denitrification of inferior heavy distillate oil and a preparation method and application of the catalyst. The preparation method comprises the following steps of: performing surface acid treatment on aluminum oxide and an HY molecular sieve separately; mechanically compounding the aluminum oxide subjected to the acid treatment and the HY molecular sieve subjected to the acid treatment into a carrier; dipping steeping liquid containing catalyst active components to load the catalyst active components; and drying to obtain the catalyst for hydro-denitrification of heavy distillate oil. In the carrier, the content of the HY molecular sieve subjected to the acid treatment is 5 to 20 percent, the active components comprise Mo and/or W, and Co and/or Ni, the steeping liquid also comprises a complexing agent, the Mo and/or W oxide content of the catalyst is 10 to 30 percent, and the Co and/or Ni oxide content of the catalyst is 1 to 10 percent. The catalyst has the characteristics of reasonable acidic distribution, a large number of active metal stacking piles and complete metal vulcanization, has a high hydro-denitrification activity to the inferior heavy distillate oil, and has high hydro-desulfurization performance.