The invention relates to a compound catalyst for a catalytic wet hydrogen peroxide oxidation technology, as well as preparation and application thereof to coal gasification wastewater treatment. The compound catalyst is prepared by mixing activated carbon and one or two of kaolin and pseudo-boehmite, adding a molding promoter for mixing and kneading with water and executing the procedures of extrusion molding, drying and calcination. The catalyst prepared by the method is used for catalytic wet hydrogen peroxide oxidation reaction, and has the remarkable characteristics that (1) a method for preparing the catalyst is simple, the cost is low, and a catalytic wet hydrogen peroxide oxidation reaction process is mild in condition and almost free of metal loss; (2) the catalyst is suitable for treating coal gasification wastewater; (3) after the compound catalyst runs for 225h, the removal rate of TOC (total organic carbon) can be maintained to be over 40 percent, and the removal rate of total phenols can be maintained to be over 90 percent.