The combustion agglomeration of nano-aluminum (nAl) powder leads to incomplete combustion, which seriously hinders its application as metal fuel. In this work, nAl@AlF₃ composites were produced by coating nAl with AlF₃via a facile chemical deposition method. TEM and SEM analyses indicated that the AlF₃ layer was evenly coated on the surface of nAl with a thickness of 4.6–9.1 nm, thereby varying the quantity of AlF₃ applied. Experimental results from combustion indicated that the prepared nAl@AlF₃ composites exhibit superior combustion efficiency, a higher combustion rate, and reduced combustion agglomeration as compared to raw nAl. Contrary to the widely accepted explanation that volatilization of AlF₃ hinders Al combustion agglomeration, we proved that the gas–solid reaction between nAl and AlF₃ plays an important role in inhibiting the sintering of nAl particles produced. The gaseous intermediate (i.e., AlOF and HF) released from the hydrolysis of AlF₃ could reduce the diffusion barrier of Al₂O₃ to facilitate the reaction of Al core, which enhances the combustion reaction kinetics. More importantly, these gaseous products actively participate in the reaction cycle to continuously exert their catalytic effects.