The invention discloses a nano epsilon crystal form hexanitrohexaazaisowurtzitane (CL-20) explosive and a massive preparation method thereof. The preparation method is characterized by comprising the following steps: dissolving CL-20 explosive into a solvent to prepare an explosive solution; pre-cooling a non-solvent; heating the explosive solution to a certain temperature, ejecting the explosive solution into the pre-cooled non-solvent under stirring and ultrasonic waves, and finally carrying out solid-liquid separation, washing, purification, and drying to obtain the nano epsilon crystal form hexanitrohexaazaisowurtzitane (CL-20) explosive. The problem solves the problem that in a conventional solvent-non-solvent rapid crystallization method, crystal transformation of CL-20 happens easily; the epsilon crystal form hexanitrohexaazaisowurtzitane (CL-20) explosive is obtained through direct crystallization; the technical process is simple, the operation is convenient, moreover, the epsilon crystal form hexanitrohexaazaisowurtzitane (CL-20) explosive can be produced in batches, and the yield of each batch can reach 100 grams. By optimizing the technological parameters, epsilon crystal form CL-20 powder with an average particle size less than 500 nm can be obtained.