Provided is a high-strength, bonded La(Fe, Si)13-based magnetocaloric material, as well as a preparation method and use thereof. The magnetocaloric material comprises magnetocaloric alloy particles and an adhesive agent, wherein the particle size of the magnetocaloric alloy particles is less than or equal to 800 μm and are bonded into a massive material by the adhesive agent; the magnetocaloric alloy particle has a NaZn13-type structure and is represented by a chemical formula of La1-xRx(Fe1-p-qCopMnq)13-ySiyAα, wherein R is one or more selected from elements cerium (Ce), praseodymium (Pr) and neodymium (Nd), A is one or more selected from elements C, H and B, x is in the range of 0≤x≤0.5, y is in the range of 0.8≤y≤2, p is in the range of 0≤p≤0.2, q is in the range of 0≤q≤0.2, α is in the range of 0≤α≤3.0. Using a bonding and thermosetting method, and by means of adjusting the forming pressure, thermosetting temperature, and thermosetting atmosphere, etc., a high-strength, bonded La(Fe, Si)13-based magnetocaloric material can be obtained, which overcomes the frangibility, the intrinsic property, of the magnetocaloric material. At the same time, the magnetic entropy change remains substantially the same, as compared with that before the bonding. The magnetic hysteresis loss declines as the forming pressure increases. And the effective refrigerating capacity, after the maximum loss being deducted, remains unchanged or increases.