The invention belongs to the technical field of waste water treatment, and discloses a Co-Fe alloy loaded carbon material and a preparation method and application thereof. The Co-Fe alloy loaded carbon material is structurally characterized in that a carbon layer coats the outer surface of Co-Fe alloy; the inside of the Co-Fe alloy is hollow. Under the condition of room temperature, 1,1'-ferrocenecarboxylic acid and cobalt acetate tetrahydrate are stirred and dissolved into water; the temperature is controlled to be 20 to 80 DEG C; alkali is added into the obtained solution during stirring; the pH of the solution is regulated to 4 to 12; then, 1,10'-phenanthroline is added; the stirring is performed for 1 to 3h; the materials are transferred into a hydrothermal reaction kettle; the hydrothermal reaction is performed for 48 to 72h at 40 to 200 DEG C; separation is carried out to obtain solids; drying is performed on the solids; grinding is performed; the ground powder is roasted for 2 to 8 hours at 200 to 800 DEG C in the nitrogen gas atmosphere; the Co-Fe alloy loaded carbon material can be obtained. The Co-Fe alloy loaded carbon material obtained through preparation has very good adsorption performance; meanwhile, the reaction conditions are simple; the operation is easy; the yield is high; the industrial production is easy; the whole process is clean; no pollution is caused; no harm is caused on the environment; the separation from water can be easily realized.