The present invention provides an amphiphilic molecular sieve containing a hydrophilic group on the outside and a lipophilic group on the inside and a production method thereof. The production method comprises: dispersing the ZSM-5 spherical nano-molecular sieve into toluene, adding thereto an organosilane containing a hydrophilic group and reacting at 40-80° C. for 2-16 h, to obtain a molecular sieve containing a hydrophilic group; placing the molecular sieve containing a hydrophilic group in an aqueous solution of sodium hydroxide and reacting at 50-90° C. for 10-50 min, to obtain a molecular sieve containing a hydrophilic group on the outside; dispersing the molecular sieve containing a hydrophilic group on the outside into toluene, adding thereto an organosilane containing a lipophilic group and reacting at 40-80° C. for 2-12 h, to obtain the amphiphilic molecular sieve containing a hydrophilic group on the outside and a lipophilic group on the inside. The present invention also provides an amphiphilic molecular sieve obtained by the above production method, which contains a hydrophilic group on the outside and a lipophilic group on the inside.