NOVELTY - Catalyst for purifying natural gas exhaust comprises cerium zirconium solid solution, an active metal precursor, a molecular sieve, a metal salt solution and pseudoboehmite. The catalyst is prepared by dissolving cerium zirconium solid solution in deionized water, adding an active metal precursor, calcining, crushing with pseudoboehmite to obtain a first layer of coating slurry, soaking a ceramic carrier, drying, dissolving metal nitride in deionized water, adding the molecular sieve, calcining, adding e.g. deionized water, calcining, crushing with pseudoboehmite, and adding deionized water.    USE - The catalyst is useful for purifying natural gas exhaust.    ADVANTAGE - The catalyst: provides carbon monoxide ignition temperature of less than 210 degrees C; methane ignition temperature of less than 240 degrees C, and the nitrogen oxide ignition temperature of less than 235 degrees C; and has high anti-aging performance.    DETAILED DESCRIPTION - Catalyst for purifying natural gas exhaust comprises (in parts by wt.) cerium zirconium solid solution (10-14), an active metal precursor (0.1-0.5), a molecular sieve (4-5), a metal salt solution (0.5-1) and pseudoboehmite (1-2). The catalyst is prepared by dissolving cerium zirconium solid solution in deionized water, drying and calcining after adding an active metal precursor, and crushing with pseudoboehmite, adjusting the pH by adding deionized water and nitric acid to obtain a first layer of coating slurry, soaking a ceramic carrier in a layer of coating slurry and drying, dissolving metal nitride in deionized water, adding the molecular sieve for modifying, performing calcination after drying to obtain the modified molecular sieve, adding deionized water and metal salt solution, performing calcination after roasting, crushing with pseudoboehmite, adding deionized water to obtain a second layer of coating slurry, soaking the material soaked with the first layer of coating slurry in the second layer of coating slurry, drying and calcining. An INDEPENDENT CLAIM is also included for preparing the natural gas exhaust purification catalyst, comprising: (a) taking (in parts by wt.) cerium zirconium solid solution (10-14), adding to deionized water (14-15), stirring and adding 0.02-0.03 mol/l active metal precursor (0.1-0.5), drying for 8-16 hours at 90-150 degrees C, calcining for 3-5 hours at 500-650 degrees C; (b) taking calcined material, grinding with pseudoboehmite (0.5-1.5), adding deionized water (14-18) to stir, adjusting the pH to 4-5 by 12-14 mol/l nitric acid, preparing a layer of coating slurry, soaking the slurry prepared by soaking in a vacuum container, drying for 4-8 hours at 110- 130 degrees C; (c) dissolving metal nitride (0.5-1.5) in deionized water (4-5), adding molecular sieve (4-5), stirring for 22-26 hours at room temperature, drying for 12-16 hours at 90-120 degrees C, calcining for 3-5 hours at 450-550 degrees C to obtain the modified molecular sieve; and (d) adding deionized water (4-5) in the modified molecular sieve obtained, adding 0.3-0.4 mol/l metal salt solution while stirring, adding an acid (75-85 g/l), roasting for 10-14 hours at 110-130 degrees C, calcining for 1-4 hours at 450-550 degrees C, grinding the calcined material with pseudoboehmite (0.5-1), adding deionized water (6-7) to stir, adjusting the pH to 4-5 by 12-14 mol/l nitric acid to obtain the second layer of coating slurry, soaking in the second layer of coating slurry, drying for 10-14 hours at 110- 130 degrees C, calcining for 1-4 hours at 450-550 degrees C.