The invention discloses a melamine resin and polyurea resin double-shell microcapsule and a preparing method and application thereof. The preparing method includes the steps that a melamine prepolymer, a chain extender and an emulsifying agent are added into a reactor by the mass ratio of 100:5:20-100:10:30, and stirred at a low speed at the room temperature until the melamine prepolymer, the chain extender and the emulsifying agent are completely dissolved, the pH value is adjusted to be one to six, a curing agent and core material homogeneous phase mixture is added, an emulsifying machine is used for emulsifying and stirring under the ice-bath condition, and emulsification is conducted continuously; the temperature of a water bath is raised to be 40 DEG C or above, a turbulent stirring paddle is used for stirring, a reaction continues to be conducted, the pH value is adjusted to be larger than or equal to six, and the reaction is stopped to obtain the double-shell microcapsule with the particle size of 0.1-300 micrometers, wherein an outer shell is made of melamine resin, and an inner shell is made of polyurea resin. A core material is protected by two shell materials, storage stability of the microcapsule can be improved, and the water mass content of the double-shell microcapsule is smaller than or equal to 5%; the critical stress is 0-900 mN, and the mechanical property is good.