The shell–core nanocomposites of MOX/AP were prepared by a facile liquid deposition method at room temperature and exhibited significant self-catalytic effects for the thermal decomposition of AP in lowering the decomposition temperature and increasing the heat release. Display omitted ► MOX/AP shell–core nanocomposites were synthesized by a facile liquid deposition method. ► MOX nanoparticles were homogeneously coated on the surface of AP. ► The nanocomposites have excellent self-catalytic performances for AP decomposition. ► ZnO/AP nanocomposites (mass ratio = 4:100) exhibit the best self-catalytic performance. To overcome the agglomeration of metal oxide (MOX) nanocatalysts mechanically mixed with ammonium perchlorate (AP) and other additives of rocket propellant, the shell–core nanocomposites of MOX/AP have been synthesized successfully by a facile liquid deposition method at room temperature. SEM analysis revealed that MOX (M = Zn, Co, Fe) nanoparticles were deposited on the surface of AP particles as either a continuous thin layer or small clusters. Owing to the existence of the shell of MOX nanocatalysts, ZnO/AP, Co 3O 4/AP and Fe 2O 3/AP nanocomposites showed excellent self-catalytic performances for AP thermal decomposition: lowering the decomposition temperature from 398 °C to 272 °C, 285 °C, 337 °C, and increasing the heat release from 584 J g −1 to 1137 J g −1, 1237 J g −1, 1010 J g −1, respectively. Moreover, their self-catalytic performances mainly relied on the content of MOX nanocatalysts, which was controlled by the concentration of metal salts in the precursor solution. In particular, ZnO/AP nanocomposites with the mass ratio of ZnO:AP = 4:100 exhibited the best self-catalytic performance in decreasing the activation energy from 154.0 kJ/mol to 96.5 kJ/mol. The MOX/AP (M = Zn, Co, Fe) shell–core nanocomposites could have a promising application in the rocket propellant for improving the thermal-catalytic decomposition performance of AP.