The invention relates to a coated lithium manganese phosphate cathode material and a preparation method thereof, and application of a coated lithium manganese phosphate cathode material. Through twicedifferent carbon coatings, the conductivity of the lithium manganese phosphate cathode material is greatly improved, and the problem is overcome that the conductivity is poor. A good synergistic effect is formed among doped and introduced specific elements such as N, P and S, various different combined chemical bonds are formed at the internal portion and the surface of the lithium manganese phosphate cathode material to further improve the electrochemical performance of the lithium manganese phosphate cathode material and obtain good rate capability and cycle stability. The material has a specific discharge capacity larger than 138mAh/g at the 5C rate, has the capacity retention ratio of more than 90% after 1000 cycles and has a good application prospect.