The invention discloses a hydrophobic antibiotic-loading polycaprolactone-polyethylene glycol nano-micelle as well as preparation and application thereof. The micelle comprises hydrophobic antibioticand a micelle carrier; the nano-micelle has a core-shell structure; and in the micelle carrier, the hydrophobic block polycaprolactone and the hydrophobic antibiotic jointly form an inner core part, and a hydrophilic polyethylene glycol forms a shell part. The hydrophobic antibiotic is tightly wrapped inside by the crystallizability of the polycaprolactone and the stability before a medicine arrives at a target cell is guaranteed; and the grain diameter of the micelle formed by the hydrophilic PEG shell and the amphiphilic macromolecular block copolymer is about 200 nm, the micelle is prevented from being identified by a reticuloendothelial system, and a long circulation function is achieved. The antibiotic-loaded nano-micelle structure can obviously improve the in-vivo stability of the antibiotic, has a certain targeting property and avoids generation of side reaction.