Lead strontium titanate (PST) nanotubes were fabricated with sol-gel method on AAO template. Thermal evolution and phase transformation process of PST were characterized by Thermogravimetry and Differential thermal analysis (TG/DTA) and X-ray diffraction (XRD). It was found that PST began to crystallize at 560°C and became perovskite structure without other phases. The morphology and structure of PST nanostructures was characterized by SEM and TEM. The capacitor of AAO and PST-AAO compound aluminum foil annealed at different temperature were tested with precision impedance analyzer. It revealed that the microstructures of PST were polycrystalline nanotube array and the capacitor of compound aluminum foil was increased for PST existing in the AAO, which indicated that this compound method could improve the capacitor of aluminum foil effectively.