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A facile and economical approach was developed for the large-scale production of powdered core-shell structured PTFE/Al (CS-PA) energetic materials through ultrasonic-assisted mixing. The low-cost micrometer-sized PTFE and Al particles were used as starting materials. Under high-power ultrasonic waves, the PTFE powder was dispersed into nano-to sub-micrometer-sized particles and then encapsulated the Al microparticles to form the core-shell structure. The heat of combustion, burning rate, and pressurization rate of the powdered CS-PA were measured. The thermal-initiated reaction behavior was further evaluated using thermogravimetry-differential scanning calorimetry. Subsequently, the bulk CS-PA with a uniform microstructure was obtained via cold isostatic pressing of the powdered CS-PA followed by vacuum sintering. For the bulk CS-PA, the quasi-static compression behavior was characterized, and the impact-initiated reaction processes were conducted using the Split Hopkinson Pressure Bar (SHPB) and evaluated by a high-speed camera. Compared to physically mixed PTFE/Al materials, the powdered and bulk CS-PA demonstrated enhanced thermal- and impact-initiated reaction characteristics respectively, proving the effectiveness of our approach for constructing core-shell structures.