Al-based nanocomposite energetic materials have broad application prospects in explosives and propellants, owing to their excellent energy release efficiency. However, their insufficient reliability, poor stability, and difficulty of formation limit their practical application. This study employed self-assembly using a hydrophilic polymer polyvinylpyrrolidone (PVP) together with nano-aluminum powder (Al), copper oxide (CuO), and ammonium perchlorate (AP) to obtain high-strength and high-activity composite micrometer-sized microspheres. The influence of PVP concentration on the mechanical behavior of Al/AP composite microspheres was systematically investigated, and Al was replaced with ultrasonically dispersed Al/CuO to explore the mechanism of action of PVP in the system and the catalytic behavior of CuO. PVP significantly enhanced the interfacial bonding strength. The Al/AP/5%PVP microspheres achieved a strength of 8.4 MPa under 40% compressive strain, representing a 365% increase relative to Al/AP. The Al/CuO/AP/5%PVP microspheres achieved a strength of 10.2 MPa, representing a 309% increase relative to Al/CuO. The mechanical properties of the composite microspheres were improved by more than threefold, and their thermal reactivities were also higher. This study provides a new method for the controlled preparation of high-strength, high-activity, micrometer-sized energetic microspheres. These materials are expected to be applied in composite solid propellants to enhance their combustion efficiency.