The invention provides a SCR catalyst with high hydrothermal stability and for purification of diesel vehicle emissions. The SCR catalyst provided by the invention has a chemical formula of WO<3>/Al<2>O<3>@CeZr<1-x>O<2> and is prepared by loading tungsten on a composite oxide as shown in a general formula of Al<2>O<3>@CeZr<1-x>O<2>, wherein x is more than 0 and less than 1; the mass fractionof Al<2>O<3> in the Al<2>O<3>@CeZr<1-x>O<2> composite oxide is 6-12%; and the mass fraction of WO<3> in the catalyst is greater than 0 and less than or equal to 15%. The invention provides a preparation method for the SCR catalyst. The preparation method comprises the following steps: preparing a salt solution from a soluble cerium salt, a soluble zirconium salt and a soluble aluminum salt; subjecting the salt solution and a corresponding alkali solution to precipitation so as to prepare the composite oxide Al<2>O<3>@CeZr<1-x>O<2>; and then loading tungsten so as to prepare the SCR catalyst. The catalyst of the invention has high hydrothermal stability, is prolonged in service life, and meets the need of diesel vehicles for hundreds of thousands of mileage.