The invention discloses a composite nanofibre diaphragm with a thermal pore-closing function, a preparation method and an energy storage device, and relates to lithium ion batteries, lithium-sulphur batteries, supercapacitors, lead-acid batteries, alkaline batteries, zinc air batteries, sodium-ion batteries and fibre diaphragms thereof. The composite nanofibre diaphragm with the thermal pore-closing function is of a non-woven fabric structure, and formed by mutually crosslinking and compounding fibrillated cellulose nanofibres and at least one low-melting-point polymer nanofibres; the low-melting-point polymer nanofibres are nanofibres containing polyolefin and polyesters. The thickness of the composite nanofibre diaphragm with the thermal pore-closing function can be 10-80 mu m, the pore-closing temperature is 130-170 DEG C, the fibre film does not shrink after pore-closing, and the thermal shrinkage rate in case of heating for 30min at high temperature of 200 DEG C is less than 2%. The composite nanofibre diaphragm is capable of realizing the thermal pore-closing function, thus avoiding the direct contact of the positive electrode and the negative electrode of a battery due to the action of thermal inertia, and remarkably improving the safety of the energy storage devices above-mentioned.