Despite an extensive research on protecting entanglement from decoherence, it remains a challenge to protect Einstein-Podolsky-Rosen (EPR) steering due to its intrinsic difference from entanglement. We experimentally demonstrate the distillation of Gaussian EPR steering and entanglement in lossy and noisy environment using measurement-based noiseless linear amplification (NLA). Different from entanglement distillation, the extension of steerable region is observed in the distillation of EPR steering besides the enhancement of steerability. We recover the two-way steerability from one-way in certain region of loss and enhance steerablilities for both directions when the NLA based on Bobs measurement results is implemented. The one-way steering can even be recovered from non-steerable region in a certain extent in a noisy environment by implementing the NLA based on Alices measurement results. As an application, the distilled EPR steering is used to extract secret key in one-sided device-independent quantum key distribution.