The invention provides a nanometer core shell structure thermite and a preparation method thereof; the method uses nanometer aluminum powder as the Al source, and prepares the nanometer core shell structure thermite by a special reduction-oxidation method way. The general chemical formula of the thermite is MOX / 2@Al, wherein M is one of Fe, Co, Ni, Cu, W, Pb, Bi, and Mo; X is the valence state of M, X = 2-4; in the core shell structure, the particle size of the Al core is 10-500nm, the ratio between the MOx / 2 packaging layer thickness and the Al particle radius is 0.05-0.5; the specific surface area of the thermite MOX / 2@Al is 200-280m2 / g, the calorific value is 3126-4236J / g, the ignition temperature is 200-532 degrees centigrade. The provided preparation method has the advantages of simple and convenient to be implemented, economical and environment-friendly; the prepared nanometer core shell structure thermite has the performance characteristics of high in unit gross calorific value, good in dispersibility, low in ignition temperature, high in activity, and the like.