The invention discloses a battery diaphragm which comprises a diaphragm base body and an oxide coating, wherein the oxide coating comprises barium oxide and a binder. The invention further discloses a preparation method for the battery diaphragm. The method comprises the following steps: (1) providing the clean and dry diaphragm base body; (2) grinding the barium oxide powder, adding the binder, and fully grinding uniformly to obtain a barium oxide/binder compound; (3) coating the barium oxide/binder compound to the diaphragm base body, drying, then compressing and moulding to obtain the battery diaphragm with the barium oxide coated on the surface. The invention further discloses an electrochemical capacitor comprising the battery diaphragm. The battery diaphragm is provided with a barium oxide layer, so that the heat resistance of the battery diaphragm is improved, meanwhile, the dielectric constant of the battery diaphragm is also increased, the battery diaphragm is applied in the electrochemical capacitor to increase the electric capacity of the electrochemical capacitor. The preparation process is simple, the cost is low, and the battery diaphragm is suitable for large-scale industrial production.