The invention discloses a high-sensitivity methane gas sensitive material as well as a preparation method and application thereof. The preparation method of the high-sensitivity methane gas sensitive material comprises the following steps: firstly, dissolving SnCl4.5H2O and C6H12O6 into 70mL of deionized water according to the mole ratio of 1 to (1 to 3) by stirring at room temperature, and then adding PdCl2 with the mole ratio of 0.5 to 7.5mol percent into the solution; secondly, measuring 60mL of mixed solution, putting the mixed solution into 100mL of polytetrafluoroethylene lining, and performing thermal insulation in a constant temperature drying oven with the temperature of 170 to 190DEG C for 14 to 18 hours; thirdly, taking out the insulated substance, cooling to room temperature, alternatively centrifuging and washing an obtained product with absolute ethyl alcohol and the deionized water for 5 to 7 times, and then drying a washed product at the temperature of 60DEG C for 24 hours, finally, annealing a dried sample at the temperature of 500DEG C for 1 hour, and directly collecting to obtain light grey powder, thus obtaining a finished product. The preparation method disclosed by the invention has the advantages of simplicity, easiness in operation, environment friendliness and low cost; expanding production is facilitated, and the properties of a composite material are effectively improved.