The invention provides a refinery waste gas desulfurizer, a preparation method and applications thereof. The desulfurizer is composed of the following components in percentage by weight: 1.6 to 6.4 wt% of CuO, 1 to 3 wt% of NiO, 0.2 to 0.8 wt% of CeO2, 0.1 to 0.5 wt% of cobalt phthalocyanine substance, and the balance being active carbon, which has been processed by nitrogen-containing compounds. The active carbon is modified by nitrogen-containing compounds, the alkali property and polarity of active carbon surface are both improved, and thus the absorbing performance of active carbon on acidic sulfides is enhanced. Then oxides of copper, nickel, and cerium are loaded on the modified active carbon so as to further improve the alkali property of the active carbon surface. Finally cobalt phthalocyanine is loaded on the active carbon and is capable of oxidizing mercaptan in the refinery waste gas into corresponding disulfides, which can be absorbed by active carbon. So the prepared desulfurizer can efficiently absorb and remove sulfides such as hydrogen sulfide, carbonyl sulfide, thioether, mercaptan, disulfides, and the like in the refinery waste gas in one time. The total sulfur concentration in the outlet is less than 2 mg / m3. The breakthrough sulfur capacity can reach 32% or more.