The invention discloses halogenated pyridine substituted dithiacyclohexane compounds and a preparation method and application thereof, wherein a structural general formula of the compounds is shown in a formula (I). The preparation method of the compounds comprises the following steps: under the catalysis of an organic acid, a compound shown in a structural general formula of a formula (II) and a compound shown in a structural general formula of a formula (III) are subjected to condensation reaction to obtain a product. In the method, the mol ratio of the compound shown in the structural general formula of the formula (II) to the compound shown in the structural general formula of the formula (III) is between 1.0 to 1.0 and 1.5, and the using amount of formic acid accounts for 1 to 5 percent of that of the compound shown in the structural general formula of the formula (II); and the reaction temperature is between 0 and 80 DEG C, and the reaction time is between 0.5 and 10 hours. The preparation method has the advantages of simple and convenient process, easy operation, and high product yield. Agricultural insecticides prepared by taking the compounds as active ingredients have certain insecticidal activity to various commonly seen agricultural pests such as aphides, armyworms and so on; and partial compounds achieve grade A insecticidal activity.