Hexanitrohexaazaisowurtzitane （CL-20） and nano-aluminum powder are commonly used for the improvement of energy density in explosive formulations， however， the high mechanical sensitivity of CL-20 or their mixture has been impeded further applications. Therefore， it is very meaningful to obtain a low-sensitivity of CL-20 and Al uniform mixture. In this paper， the Pickering emulsion was prepared by using nano-aluminum powder modified by perfluorocarboxylic acid as the surfactant （F-Al）， and the ethyl acetate solution of CL-20 and TNT as the oil phase. The influence law of F-Al powder content and static duration on the stability of the emulsion was investigated. The spheroidicity core-shell CL-20/TNT co-crystal@Al composite was successfully prepared. Its morphology， crystal form， thermal decomposition properties， safety， etc. were characterized. Results show that stable emulsions can be obtained when the content of F-Al powder is 1%， 10%， and 20% and static duration is less than 100 min. XRD results showed that the CL-20 and TNT cocrystals was obtained. The crystal size （20-40 μm）， the ellipsoid-like morphology， the uniformly coated nanosized F-Al powder were shown by the SEM images. An H₅₀ value of 35 cm and a friction sensitivity explosion probability of 30% have been realized for that of composites， which is much higher than that of CL-20. The preparation method used in the present paper does not sacrifice the energy density in the spheroidicity core-shell CL-20/TNT co-crystal/Al composite， which is expected to provide a pathway to the design and prepare of high-energy propellants and explosives containing CL-20 and Al.