The present invention relates to a genetically-engineered Mycobacterium strain and a use thereof in the preparation of steroidal compounds. The genetically-engineered Mycobacterium strain is a Mycobacteria which lacks of acyl-CoA dehydrogenase genes fadE31, fadE32 and fadE33, wherein acyl-CoA dehydrogenase genes fadE31, fadE32 and fadE33 respectively encode proteins as follows: having amino acid sequences according to SEQ ID NOs 4, 6 and 8; derived by substituting, deleting or inserting one or more amino acids in the amino acid sequence defined by preceding protein and having the same function as that of the preceding protein. The present invention constructs a genetically-engineered Mycobacterium strain and applies it in preparing steroidal compounds, thereby enriching the types of valuable intermediates, improving the production efficiency and product quality of steroid drugs, reducing energy consumption in the steroid drugs production, simplifying production steps, and reducing production costs.