CuO@Al nanothermites with Al shell and CuO core were successfully fabricated via a simple self-assembly route. The composition and morphology of CuO@Al nanothermites were analyzed by x-ray diffraction and field-emission scanning electron microscopy in detail. When the equivalence ratio was 1.0, the heat output of CuO@Al nanothermites reached 1252 J g-1, which was significantly larger than that of the Al/CuO prepared by ultrasonic mixing. The greatest heat output of CuO@Al nanothermites reached 1860 J g-1, demonstrating outstanding exothermic properties, which ascribed to their unique core-shell structure. This study provides a new strategy about the design and advancement of highly exothermic nanothermites.