The invention discloses a core-shell structure fiber based on a carbon nano material and a preparation method thereof. The preparation method comprises the following steps: firstly uniformly dispersing the carbon nano material into an organic solvent, then uniformly mixing with organic silicon rubber, and preparing a core layer spinning solution, wherein shell layer spinning solution is pure liquid silicone rubber; secondly, adopting two injection pumps for injecting the core layer spinning solution and the shell layer spinning solution into coagulation bath by virtue of a coaxial spinning needle, curing and forming, then cleaning the cured composite fiber in a washing pool, and collecting by adopting a collecting device; and finally, carrying out drying treatment or reduction treatment on the composite fiber, so that a continuous core-shell structure composite fiber is obtained. The preparation method is simple, the fiber forming quantity is large, the diameter of the fiber is controllable, and the prepared core-shell structure fiber has flexibility and excellent stretch property, overcomes the defects of an existing carbon nano material composite fiber that the stretch rate is low and the mechanical strength is low, can be applied to the fields of sensors, flexible conductors and wearable electronic equipment, and has broad application prospects.