The invention discloses a magnetic hollow micro-nano material, a preparation method and application thereof, and belongs to the technical field of nano-materials. The invention discloses that the magnetic hollow micro-nano material prepared by a one-step liquid-phase reduction-oxidation method not only has a novel structure and formation mechanism, but also can regulate the concentration of Cu and Ni by changing the reaction temperature, time, stirring speed, gas flow, and reactant concentration. Content and composition, morphology and structure of magnetic hollow micro-nano materials, in which the diameter of micro-nanotubes is 0.1-2 μm, the length is 2-12 μm, and the wall thickness is 10-140 nm; the diameter of micro-nanospheres is 0.2-5 μm, and the wall thickness is 10~180nm. Because of the good dispersion and uniformity of the magnetic hollow micro-nano material and good microwave absorption characteristics, it is widely used in the fields of microwave absorption and shielding, electrocatalysis, lithium-ion batteries, and surface-enhanced Raman spectroscopy. In addition, the preparation method disclosed in the present invention is simple to operate, environmentally friendly, has good potential for industrial application, and is suitable for market promotion and application.