The invention discloses a loaded type Pt-Pd-Mn-Ce catalyst, a preparation method therefor and application of the loaded type Pt-Pd-Mn-Ce catalyst in a clay recovery process for treating and adsorbing sulfides in PX. According to the catalyst, cordierite is coated with activated alumina so as to serve as a carrier, noble metals, i.e., platinum and palladium, zirconia and manganous nitrate are loaded to the carrier, the loaded amount of Pt is 200-600g/m<3>, the loaded amount of Pd is 50-200g/m<3>, the loaded amount of Mn is 20-40kg/m<3>, and the loaded amount of Ce is 5-15kg/m<3>. By adopting the method disclosed by the invention, the temperature of combustion of the PX and toluene in exhaust gas generated by the clay recovery process for adsorbing the sulfides in the PX can be effectively lowered, the PX and the toluene in the exhaust gas can be fully combusted without introducing external energy, and thus, the exhaust gas reaches emission standards.