The invention discloses a boron nitride catalyst for oxidative dehydrogenation of light alkanes or alkylbenzenes, a preparation method and application thereof, and belongs to the technical field of catalyst preparation and application. The catalyst preparation process is as follows: first prepare materials containing boron nitride, including boron nitride materials and composite materials containing boron nitride; ~1000°C, the activation time is more than 30 minutes, the boron nitride catalyst is obtained; under normal pressure, 350-800°C, the obtained boron nitride catalyst is used for the dehydrogenation reaction of C2-C5 alkanes or ethylbenzene, It can produce corresponding unsaturated hydrocarbons such as C2-C5 olefins and styrene with high selectivity. The catalyst prepared by the invention has the characteristics of high olefin selectivity, no carbon deposition, long service life, etc., does not generate excessively oxidized carbon dioxide, has a simple synthesis method, is metal-free, and has no pollution, and has the prospect of industrial application.