The present invention provides an amphiphilic molecular sieve containing a lipophilic group on the outside and a hydrophilic group on the inside and a production method thereof. The production method comprises: dispersing the nano-ZSM-5 molecular sieve into toluene, adding an organosilane containing a lipophilic group and reacting at 60-100° C. for 4-16 h, to obtain a molecular sieve containing a lipophilic group; placing the molecular sieve containing a lipophilic group in a mixed solution of sodium hydroxide solution and ethanol and reacting at 60-95° C. for 20-60 min, to obtain a molecular sieve containing a lipophilic group on the outside; dispersing the molecular sieve containing a lipophilic group on the outside into toluene, adding an organosilane containing a hydrophilic group and reacting at 60-100° C. for 4-16 h, to obtain the amphiphilic molecular sieve containing a lipophilic group on the outside and a hydrophilic group on the inside. The present invention also provides a molecular sieve obtained by the above production method, which does not destroy the characteristics of the original molecular sieve and has hydrophilic and lipophilic amphiphilic properties.