The invention relates to the field of catalytic material synthesis, and discloses an AFN structure silicon-phosphorus-aluminum molecular sieve, as well as a preparation method and application thereof.The preparation method comprises the following steps: adopting a hydrothermal method to prepare an AFN structure silicon-phosphorus-aluminum molecular sieve, carrying out hydrothermal crystallizationon a mixed liquor containing a phosphorus source, an aluminum source, a silicon source, a template R and water, and then carrying out solid-liquid separation and drying; adopting a phosphorus-aluminum dry glue liquid phase conversion method to prepare an AFN structure phosphorus-aluminum molecular sieve, aging a mixed liquor A containing a phosphorus source, an aluminum source and water, then drying to obtain a phosphorus-aluminum dry glue, carrying out hydrothermal crystallization on a raw material mixture B containing the phosphorus-aluminum dry glue, the silicon source, the template R andwater, and then carrying out solid-liquid separation and drying, wherein the template R is 1-isopropyl-4-piperidone. The AFN structure molecular sieve prepared and obtained in the invention is the AFNstructure silicon-phosphorus-aluminum molecular sieve. The AFN structure silicon-phosphorus-aluminum molecular sieve can be used for gas separation and adsorption, can be used for oxygen-containing compound converted low-carbon olefin reactions, and has good application prospects.