The invention relates to a preparation method of a microporous zeolite-coated mesoporous zeolite catalyst and application of the microporous zeolite-coated mesoporous zeolite catalyst in reaction of preparing propylene by methyl alcohol. The preparation method is as follows: microporous zeolite with an octatomic ring is coated on the surface of a ten-member ring or a twelve-member ring by virtue of a hydrothermal synthesis method. The coated catalyst prepared by the method has the characteristics of being high in activity and selectivity, high in propylene yield and high in propylene/ethylene ratio.