The invention provides a thermoplastic elastomer coated and bonded by nylon, comprising matrix resin, softened plasticizer, adhesion promotor, mineral filler, lubricant and stabilizer, wherein the weight percentage of the material is as follow: resin 20-75%, softened plasticizer 5-45%, adhesion promoter1-30%, mineral filler 0-3%, compatiblizing agent 5-35%, lubricant 0-2%, stabilizer 0-2%. The matrix resin also comprises: thermoplasticity polyurethane elastomer or polymerized silica block amide copolymer, which makes the thermoplastic elastomer with good physical property, in addition a great variety of compatiblizing agents are used, therefore each component fully and mutually dissolves with each other to reduce the occurence of delamination, and the solubility of the composite material to the other engineering plastics, so that the thermoplastic elastomer is firmly adhesive on the surface of the nylon material without any bonding agent by twice injection of plastic jetting-moulding machine or extruder, and coating adhesive on the material such as ABC, PC. The market prospect is increased.