The invention discloses a self-reinforced profiled bar and a preparation method and application thereof. The self-reinforced profiled bar comprises a profile and a reinforced lining arranged in the mold cavity of the profile, wherein the profile is 100 parts of an ASA, SAS, ABS, AS and/or AES profile, and the reinforced lining is 5 to 120 parts of reinforced styryl copolymer composition materials; the reinforced styryl copolymer composition materials includes the following components: 20 to 55 parts of a styryl copolymers, 5 to 30 parts of PBT or PMMA and 30 to 65 parts of a reinforcing agents. The preparation method comprises the following steps of: first preparing the reinfroced styryl copolymer composition material, then performing coextrusion with a main unit and an auxiliary unit perpendicular to the main unit, the main unit being used for extruding the profile, the auxiliary unit being used for extruding the reinforced styryl copolymer composition materials, and the main unit and the auxiliary unit carrying out extrusion at the same time; and after the profiled bar is formed, performing cooling and shaping to obtain the self-reinforced profiled bar. The self-reinforced profiled bar disclosed by the invention can avoid the problem that the reinforced lining is stripped from the profile in transportation, mounting and using processes, can be formed at low temperature, and is high in production stability and forming stability.