The invention relates to an energy-saving and pollution-relieving liquid coal nano combustion improver and a preparation method and a preparation device thereof, and belongs to the field of combusting coal combustion improving additives. The energy-saving and pollution-relieving liquid coal nano combustion improver comprises the following components in percentage by mass: 15 to 23 percent of emulsifier which consists of polyoxyethylenated castor oil and sorbitan tristearate, 18 to 27 percent of penetrating agent which consists of sodium butylnaphthalene sulfonate and sodium diethylhexyl sulfosuccinate, 12 to 20 percent of castor oil serving as an oxidant, 20 to 47 percent of activator which consists of polyvinyl alcohol and beta-methyl acrylic acid and 8 to 10 percent of nano material which consists of TiO2, ZnO, MgO and Fe2O3. When the energy-saving and pollution-relieving liquid coal nano combustion improver is used, a special coal combustion improver spray atomizing system is used to uniformly spray the improver onto coal according to a ratio of 0.04 to 0.06 percent. The coal nano combustion improver prepared by the invention has the advantages of stable performance, convenience for use, as well as capability of improving the combustion efficiency of coal, reasonably improving combustion environment, capturing sulfur, removing nitrates, saving energy and reducing emission.