A copper-palladium-loaded mesoporous silicon carbide-based catalyst, a preparation method, and an application thereof are provided. First, a mesoporous silicon carbide material is prepared by using mesoporous silica as a hard template; subsequently, the mesoporous silicon carbide material is mixed with a copper-palladium precursor mixed solution, and dried after the solvent is completely volatilized. The dried powder is successively subjected to calcination with N2 and reduction with H2 to finally obtain the copper-palladium-loaded mesoporous silicon carbide-based catalyst. The catalyst is made into an electrode, and the nitrate in water body is catalytically reduced by electrochemical method. The preparation method of the catalyst of the present invention is simple. The catalyst can realize high-efficiency catalytic denitrification at a low metal loading amount, with high selectivity of nitrogen. Moreover, the catalyst has the advantages of high activity, good stability, wide application range and low cost.