The invention discloses a preparation method of SiO2/ZrO2/Al2O3 composite hollow nanospheres. The SiO2/ZrO2/Al2O3 composite hollow nanospheres are prepared by the processes of taking a high-molecular polymer as a template, and burning through alternative deposition of different organic precursors. The density of the composite hollow nanospheres is smaller than or equal to 0.2 g/cm<3>; the tensile strength is greater than or equal to 500 MPa; the particle size is 100-500nm. The SiO2/ZrO2/Al2O3 composite hollow nanospheres prepared from a silicon source, a zirconium source and an aluminum source with low costs disclosed by the invention are even in size and particle size distribution, good in dispersibility and high in strength. Meanwhile, the method is simple in technological process, short in preparation period, low in energy consumption and low in cost; industrial production and large-scale application are facilitated.