The invention relates to chemical technical field, in particular to a method for using magnesia catalyst to catalyze and oxidize cyclone to synthesize lactone. The invention uses some nanometer sheet magnesia compound as catalyst, uses mixture of cyanobenzene and 1, 4-dioxane at a certain proportion as solvent, at a special reaction temperature, to catalyze and oxidize cyclone to synthesize lactone compound. The invention uses commercial cyclopentanone, cyclohexanone and adamantaneketone as raw materials, at mild condition, to reach the total yield of lactone compound more than 90%. The invention uses hydrogen dioxide water solution as oxidant, to eliminate the environment pollution of traditional oxidation process as peroxyacid, to realize environment-friend catalysis conversion. The invention has low cost, which can be used for industrialized lactone compound production.