The invention relates to a nano composite diatom ooze coating including a solvent and the following components with the total mass of 100%: 0.5-1.8% of cellulose, 5-18% of tourmaline, 5-15% of titanium dioxide, 4-18% of kaolin, 5-12% of a sepiolite powder, 35-55% of diatomite, 5-12% of a nano noble metal loaded type catalyst, 1-6% of nano activated carbon, 0.5-0.8% of a levelling agent, 1.5-5% of a thickener, 7-16% of a re-dispersible latex powder, and 0-5% of a pigment. The solvent is preferably water, and the amount of the water is 20-30%, preferably 25%, of the total mass of all the components. Nano noble metal particles are loaded on a carrier firstly and then mixed with other powders, so as to prevent an agglomeration effect of the nano noble metal particles. The prepared nano composite diatom ooze coating has extremely strong adsorption and ion exchange, can adsorb formaldehyde in air, and decomposes formaldehyde and other harmful gases under the action of the catalyst.