The invention is a molecular sieve-polymer compound particle and its preparing method, concretely a core-shell compound particle and its preparing method. Its characteristic: its structure is composed of three parts: (A) using molecular sieve particles as a core; (B) using several monomers to form a rubber layer with a certain cross-linking density and a certain thickness in the holes of the molecular sieve particles by copolymerizing to act as a medium layer; (C) using several monomers to make graft and cross-linking with the medium layer so as to form a polymer with higher glass temperature to act as a shell layer. The design character of the shock-resistant modifying agent: it adopts molecular sieve particles as the core, and the organic monomers polymerize in the holes, thus making the core particles able to fixed with the rubber layer, the shell layer and the rubber layer form a polymer with higher glass temperature by graft polymerization so as to form a shell layer, and it can design different functional groups according to different uses. The shock-resistant modifying agent contains no inorganic particles, not only improving shock resistance but also still able to maintain the elastic modulus and tensile strength constant.