The invention provides a recombinant vector used in a Kluyveromyces marxianus auxotrophic strain, and a preparation method and application thereof. The recombinant vector sequentially comprises a PKD1 vector, an inulase promoter, an inulase signal peptide, a polyclone site, an inulase terminator, a nutrient gene promoter and a nutrient gene open reading frame. The constructed recombinant vector and preparation method thereof can be used for constructing a transformant, thereby implementing expression of the exogenous gene.