The invention discloses a silicon dioxide@metal oxide/graphene aerogel dual-loaded dual-coated composite material and preparation method and application thereof. The composite material is formed by dispersing silicon dioxide-coated metal oxide nanoparticles in a graphene aerogel-loaded hole structure. The preparation method comprises the steps of dropwise adding a solution containing a metal source and a silicon source into a graphene oxide dispersing liquid, performing hydrothermal reaction after ultrasonic mixing, and performing freezing, drying and calcination on the product obtained by hydrothermal reaction to obtain the composite material. The composite material shows favorable electrochemical performance when used as a supercapacitor electrode material; and moreover, the preparationmethod is simple, is low in cost and is friendly to environment, and the industrial production standard is satisfied.