The invention provides a method for preparing aluminum composite particles coated with a nano oxygen carrying material. Nitrate, urea and aluminum powder of a traditional oxygen carrying material serve as raw materials, linear alkylbenzene sulfonate (LAS) serves as a surface active agent, and the aluminum composite particles coated with the nano oxygen carrying material are prepared. The method comprises steps of dissolving the nitrate and the urea in water, adding a sodium dodecyl benzene sulfonate solution, adding the aluminum powder, mixing evenly, conducting ultrasonic dispersion till a turbidity solution is obtained, heating the turbidity solution, cooling the turbidity solution to the room temperature, conducting suction filtration, drying a filtering cake, obtaining precursor composite particles, conducting roasting, and obtaining the aluminum composite particles coated with the nano oxygen carrying material. The method has the advantages that the aluminum composite particles coated with the nano oxygen carrying material are stable in chemical property and high in catalytic activity and have a heat accumulating function. The method is simple in processing process, convenient to operate and easy for popularization and industrial production.