We report the synthesis of a novel hierarchical MnO2/SnO2 heterostructures via a hydrothermal method. Secondary SnO2 nanostructure grows epitaxially on the surface of MnO2 backbones without any surfactant, which relies on the minimization of surface energy and interfacial lattice mismatch. Detailed investigations reveal that the cover density and morphology of the SnO2 nanostructure can be tailored by changing the experimental parameter. Moreover, we demonstrate a bottom-up method to produce energetic nanocomposites by assembling nanoaluminum (n-Al) and MnO2/SnO2 hierarchical nanostructures into a free-standing MnO2/SnO2/n-Al ternary thermite membrane. This assembled approach can significantly reduce diffusion distances and increase their intimacy between the components. Different thermite mixtures were investigated to evaluate the corresponding activation energies using DSC techniques. The energy performance of the ternary thermite membrane can be manipulated through different components of the MnO2/SnO2 heterostructures. Overall, our work may open a new route for new energetic materials.