The invention provides a preparation method of natural polyelectrolyte-based core-shell structured nano-fiber. According to the invention, natural products of hyaluronic acid, sodium polymannuronate, heparin, gamma-polyglutamic acid, chitosan, and epsilon-polylysine, and synthesized polymers of polyoxyethylene, polyvinylpyrrolidone, polyethylene glycol, polyvinyl alcohol and polycaprolactone are adopted as raw materials; a soluble composite solution of the materials are prepared; and the natural polyelectrolyte-based core-shell structured nano-fiber is prepared with a high-pressure electrospinning technology. According to the invention, polyelectrolyte and synthesized polymers are separated through the induction of electric fields, such that the core-shell structured nano-fiber is successfully prepared. The nano-fiber prepared by the invention has special potential application in respects such as bioactive compound or medicine packaging, chemical modification, cell stents, medicine releasing, and gene transferring.