The invention discloses a high-energy ray protective brick and a preparation method and application of the high-energy ray protective brick. The protective brick takes Portland cement as a base material and iron sand as an anti-radiation functional aggregate, and comprises a cement additive. The various raw materials are evenly distributed in the formed protective brick. The Portland cement is taken as the base material and the iron sand is taken as the anti-radiation functional aggregate to prepare the high-energy ray protective brick, a brick block prepared by adopting a specific mold and a specific manufacturing process is good in anti-radiation effect, more than 35% of the space is saved in comparison with the standard concrete, the cost is low, and the raw materials are easy to get. The iron sand, a recovered material, is used as the anti-radiation functional aggregate, so that the costs of the raw materials are lowered, and the high-energy ray protective brick is green and environmentally friendly. The provided high-energy ray protective brick is simple and convenient to manufacture, has a better high-energy ray protection performance, can be applied to various protection occasions and use files, replaces a lead brick in use on a certain degree, greatly reduces the cost, and provides a novel thought for the material for lead-free protection.