A fabrication method of thermoelectric materials using core-shell structured nano-particles and thermoelectric materials fabricated by the same are provided. The method includes preparing core-shell structured nano-particles having thermoelectric elements coated on the surface thereof (step 1); adding and mixing the prepared core-shell structured nano-particles of step 1, bismuth (Bi) salts, tellurium (Te) salts and a surfactant in a solvent (step 2); adding and dispersing a reducing agent in the mixture of step (step 3); and heating the mixture of step 3 in which reducing agent is added and dispersed (step 4). According to the present invention, thermoelectric materials, nano-phase is homogeneously dispersed inside of thermoelectric grain boundary, can be fabricated and if the fabricated materials are used after sintering and bulking, the thermoelectric materials are maintained in a state that the nano-particles remain in dispersed phase even after sintering.