The invention belongs to the technical field of supported oxide catalysts, and discloses a lithium-doped zirconium oxide loaded indium oxide catalyst, a preparation method and applications thereof, wherein zirconium oxide is subjected to bulk phase doping with lithium atoms through a coprecipitation method to obtain a carrier, and indium oxide particles are uniformly loaded on the lithium-doped monoclinic zirconium oxide carrier to prepare the catalyst. The preparation method comprises: adding lithium and zirconium precursors by utilizing a coprecipitation method, and carrying out precipitation drying roasting to obtain a lithium-doped monoclinic zirconium oxide carrier; loading indium oxide on the carrier through a wet impregnation method; and carrying out drying roasting to obtain the final catalyst. According to the present invention, the prepared catalyst is suitable for methanol preparation reaction using carbon dioxide hydrogenating; by using lithium-doped zirconium oxide as thecarrier and uses indium oxide as the active component, the carbon dioxide conversion rate of greater than 10% and the methanol selectivity of about 90% are achieved; and the catalyst has characteristics of simple structure, convenient preparation and low operation pressure, and can keep long-time stability.