The invention discloses an atom-doped modified double-shell integral hollow catalyst as well as a preparation method and application thereof. The catalyst is represented by the following general formula: N-ZSM-5 (at) M-ZSM-5, both M-ZSM-5 and N-ZSM-5 are metal atom-doped hierarchical pore molecular sieves with MFI structures, and N and M represent transition metal elements in Fe, Cu, Mn, Ni, Co, Ti and the like. The catalyst is a double-shell integral hollow catalyst, and an outer layer M-ZSM-5 and an inner layer N-ZSM-5 are tightly combined into a whole. The catalyst has relatively high specific surface area, mesoporous channels and diffusivity; and in the aspect of surface chemical properties, the catalyst has higher catalytic oxidation-reduction characteristic, sufficient surface active oxygen components and appropriate acidity. Meanwhile, the catalyst shows relatively high low-temperature catalytic activity, sulfur resistance, water resistance and chlorine poisoning resistance during catalytic oxidation of VOCs, and the stability of the catalyst is improved. The successful preparation of the catalyst can bring certain economic benefits and environmental benefits for low-temperature purification of complex organic waste gas, especially removal of CVOCs and impurity VOCs containing sulfur dioxide and the like.