The present invention relates to a metallocene compound, and preparation and use thereof, and the compound can be used as a catalyst for synthesis of poly-α-olefin as lubricating base oil. The metallocene compound includes a substituted aryl group, a bridged atom, an optionally unsubstituted, 3-mono-substituted or 3,6-disubstituted 5H-indeno [1,2-b] pyridyl group or optionally unsubstituted, 3-mono-substituted or 3,6-disubstituted 5H-indeno [1,2-b] thiopyranyl group, and a metal coordination group. As a catalyst, the metallocene compound is shown to be structurally stable and high in catalytic efficiency, and the preparation of the catalyst is relatively easy in operation, high in yield, low in cost, low in pollution and easy to scale up for industrial production.