The invention discloses a high-efficiency thermochromic nano composite powder with a core-shell structure. The composite powder takes a VO2 layer as a core layer and a tungsten bronze compound layer as a shell layer; the VO2 layer is vanadium dioxide nano-powder, the smallest dimension in three-dimensional dimensions of the VO2 layer is not more than 100nm, and the tungsten bronze compound layer is MxWO3, wherein M is selected from any one of NH4+, Cs+, K+, Na+ or Li+; the value of x ranges from 0.01 to 0.8; and the thickness of the tungsten bronze compound layer is less than 60nm, an infraredabsorption characteristic of a tungsten bronze material is utilized to enable the shell layer to absorb heat, and the heat is quickly transferred to VO2 particles in the core layer through the closely connected core-shell structure, which results in the temperature rise and phase change of VO2, so as to reduce the ambient temperature required by the phase change of VO2, improve the thermal response speed of VO2, shorten the phase change reaction time and achieve an effect of efficient thermochromism.