The invention discloses a hydro-upgrading catalyst for increasing cetane number, a preparation method and application thereof. The hydro-upgrading catalyst consists of an active component, a carrier and an additive, wherein the active component is selected from one or several of VIB-family metal and VIII-family metal; the carrier consists of SAPO-5 or Beta/unshaped silicon and aluminum composite material, macroporous aluminum oxide and SB powder; the additive is selected from one or several of B (boron), F (fluorine) and P (phosphor). The hydro-upgrading catalyst comprises the following components by mass: 25 to 50wt% of SAPO-5 or Beta/unshaped silicon and aluminum composite material, 4 to 8% of VIB-family metal, 4 to 8% of VIII-family metal, 0 to 4wt% of additive, and the balance of gamma-Al2O3 (aluminum oxide); the specific surface area is 300 to 380m<2>/g, the pore capacity is 0.35 to 0.60cm<3>/g, the average pore diameter is 8 to 12mnm, and the mechanical strength is not lower than45N/mm. The hydro-upgrading catalyst has the advantage that on the basis of blocking the cracking of diesel fraction, the hydrogenation saturation and proper loop opening of the polyaromaticpolycyclic aromatic hydrocarbon component are realized, and the sulfur component and nitrogen component in the diesel are effectively removed.