The invention relates to photocatalytic ceramsite as well as a preparation method and an application thereof. Firstly, the ceramsite is prepared from sludge, clay, activated carbon or wood flour, calcium hydroxide and other raw materials, Sm-doped TiO2 nanopowder is prepared with a sol-gel method, TiO2 nanotubes are prepared with a hydrothermal method, supporting of the TiO2 nanotubes and ceramsite is completed, finally, porous ceramsite is subjected to gas-phase sintering in the presence of N2, and doping modification of TiO2 nanotubes by N elements is completed. The raw materials are cheap, the process is delicate, the prepared ceramsite has uniform and adjustable sizes, the supported modified TiO2 nanotubes have moderate lengths, uniform diameters and large surface area and have high attachment force with ceramsite, the photocatalytic activity is high, and the photocatalytic ceramsite can be used for photocatalysis treatment of organic wastewater and can also be used for oxidative degradation of gas-phase organic matters.