The invention discloses a drug-loaded liquid metal compound, and a preparation method and an application thereof, and belongs to the technical field of medicines. The preparation method comprises thefollowing steps: mixing liquid metal with a surfactant, stopping mixing when the liquid metal becomes liquid metal pellets, and removing the excess surfactant; and mixing a medicinal preparation or adrug-loaded micro-nano preparation with the liquid metal pellets to obtain the drug-loaded liquid metal compound. The liquid metal is a liquid at normal temperature, and has good injectability, excellent biocompatibility, excellent CT imaging function and good magnetocaloric effect. The in-situ multi-point injection of the drug-loaded liquid metal compound is performed under the guidance of CT imaging to make the compound uniformly distributed in the tumor site, the tumor undergoes uniform thermal stimulus under the action of a certain size of alternating magnetic field, and the vortex heat generating effect of the liquid metal makes the temperature of the tumor kept at 43-48 DEG C in order to achieve magnetic hyperthermia of the tumor; and heat can stimulate the sensitivity of tumor cellsto the drug, promote drug release and achieve chemotherapy and magnetic hyperthermia combined treatment of tumors.