The invention relates to a method for improving the catalytic selectivity of a supported catalyst and application thereof. When a catalyst support is a porous one, a poisoning agent of which the kinetic diameter is greater than the dimension of a support pore and a previously prepared supported catalyst are sufficiently stirred to react; and when the catalyst support is a non-porous one, a poisoning agent of which the kinetic diameter is greater than that of a target selective reactant and the previously prepared supported catalyst are sufficiently stirred to react, thereby obtaining the poisoned supported catalyst. According to the method, the catalytic activity of internal metal nanoparticles is retained by reducing the catalytic activity of metal nanoparticles on the external surface of the support; or the effect of improving the catalytic selectivity of the supported catalyst is achieved by screening the target reactant by means of the poisoning agent. The method can effectively improve molecular dimension selectivity or chemical reaction site selectivity in catalytic hydrogenation reaction of olefin.