Nanothermites demonstrate attractive combustion characteristics such as tunable reactivity and high energy density. There is however a lack of fundamental understanding on their burning structures and reaction mechanisms due to the multi-scale complexity associated with the material and reaction heterogeneities. This gap in turn hinders the optimization of nanothermite design with desirable microstructures and controllable burning properties. In this work, a high-speed microscopy imaging system was used to reveal the burning structure of Al/CuO nanothermites and to investigate the propagation mechanism of its flame front at micron and sub-millimeter scales which have not been studied. An Al/CuO nanothermite film was fabricated as a model structure. First, the previously proposed reactive sintering was confirmed as a micron-scale burning characteristic. Then, at the sub-millimeter scale, it was demonstrated that the non-uniform burning propagation of nanothermite films is featured with distinguishable roles of the active burning sites and the pre-ignition sites. The active burning sites are clusters of reactive sintering particles and the pre-ignition sites appear in the preheating regions where Al and CuO particles have not yet participated in the reaction due to insufficient ignition energy. These pre-ignition sites form randomly and are subsequently ignited by heat transferred from the adjacent active burning sites, resulting in an active burning propagation tangentially along the propagation front. At the same time, as the thermite reaction of nanoparticles in the unburnt region is initiated, the propagation front advances in the normal direction. This experimental work reveals that the burning propagation mechanism of nanothermite films is governed by active burning propagation in both tangential and normal directions of the propagation front. Although the rates of these two modes are on the same order of magnitude, the tangential propagation of active burning is slightly faster, implying that pre-ignition sites are readily ignited with lower ignition energy.