The invention relates to a composite thin film integrating photothermal conversion performance and adsorption characteristics as well as preparation and application of the composite thin film. The composite thin film comprises a substrate and a functional film which is deposited on the substrate and integrates the photothermal conversion performance and the adsorption characteristics, wherein the substrate is a micro-nano thin film with a porous structure; the functional film is made of nonmetal inorganic substances integrating the photothermal conversion performance and the adsorption characteristics. The composite thin film is placed on the upper surface of a to-be-adsorbed solution and is enabled to float on an interface of the solution and air and be sufficiently contacted with the solution, the functional film effectively adsorbs pollutants in the solution, and the purpose of adsorbing the pollutants is achieved; meanwhile, the floating composite thin film is illuminated, a photothermal conversion effect of the nonmetal inorganic substances in the composite thin film is triggered, a local heating effect is generated at the interface of the solution and air, and rapid evaporation of a solvent is promoted, so that the pollutants are accelerated to be diffused into and adsorbed by the composite thin film. The method adopting the composite thin film for sewage purification has the advantages of high adsorption capacity, high adsorption rate, high interface heating and evaporating speed and the like.