The invention discloses a cross-linked nano-micelle with redox sensitive performance and a preparation method of the cross-linked nano-micelle. The preparation method comprises the following steps: a reversible addition-fragmentation chain transfer polymerization method is adopted, a macromolecular chain transfer agent is synthesized firstly and polymerized with poly(ethylene glycol) methacrylate to synthesize a block polymer which can be further modified, on the basis of self-assembly, a cross-linking agent having chemical linking capacity and containing a disulfide bond is introduced, and one stably cross-linked nano-micelle with the redox response performance is constructed in a mode of assembly and later cross-linking. The method is easy to control, the reaction conditions are mild, a metal catalyst is avoided, a product is easy to purify, and the obtained nano-micelle not only can package a hydrophobic drug but also can prevent the drug from being released in advance in blood circulation.