The invention relates to the technical fields of environmental protection and CO2 hydrogenation catalysis, and particularly provides an aluminum shared metal-zeolite bifunctional catalyst. The aluminum shared metal-zeolite bifunctional catalyst comprises Cu-MOx-Al2O3 nano-particles and nano-ZSM-5 zeolite; M is a metal element, and Cu exists in the form of copper metal or copper oxide; the nano-ZSM-5 zeolite grows on the surfaces of the Cu-MOx-Al2O3 nano-particles in situ, and the nano-ZSM-5 zeolite and the Cu-MOx-Al2O3 nano-particles share Al atoms. The nano-ZSM-5 zeolite and the CMAl nanoparticles in the bifunctional catalyst share the Al atoms, and are tightly combined by taking Al as a medium, so that a distance between two catalyst components in a traditional bifunctional catalyst is greatly shortened, thereby the synergistic effect of the two catalyst components is remarkably enhanced, and the catalytic performance is optimized. The invention also relates to a preparation method and an application of the aluminum shared metal-zeolite bifunctional catalyst.