The invention provides a phosphide catalyst for synthetic gas conversion and a preparation method and application thereof, and particularly provides a catalyst used for synthesizing an oxygenated compound by taking the synthetic gas as a raw material and containing one or more of metallic-state Fe, Co and Ni and phosphide thereof, and a preparation method and application thereof. The invention provides a catalyst for converting H2/CO into hydrocarbon and oxygenated compounds under certain temperature and pressure reaction conditions and containing one or more of SiO2 or Al2O3-supported Fe, Co and Ni and phosphide thereof. The catalyst consists of an active component and a carrier, wherein the active component is a mixture of one or more of metallic-state Fe, Co and Ni and phosphide thereof, and the carrier is SiO2 or Al2O3. In a fixed bed or slurry bed reactor, under certain temperature and pressure conditions and the effect of the catalyst provided by the invention, the H2/CO is converted into two carbons and the oxygenated compound and hydrocarbon at high activity and high selectivity.