The present invention provides a magnetic nano core-shell capsule for drug delivery, which including: a plurality of amphiphilic protein, a plurality of iron oxide nanoparticles, a hydrophilic drug and a hydrophobic drug. Wherein the magnetic nano core-shell capsule has good biocompatibility duo to the amphiphilic protein as the material, and it only needs single step emulsion to form its nano hollow structure. Therefore, the magnetic nano core-shell capsule of the present invention has high drug loading capacity, the ability of encapsulating hydrophobic and hydrophilic pharmaceuticals simultaneously and characteristic of controlled-release drug delivery. Thus it can be used for targeted drug delivery, magnetic resonance imaging and hyperthermia.