The sol-gel method was used to prepare three kinds of nanometer magnetic particles, the nano-cobalt ferrite oxide powders and those doped by LaCl3.nH2O with different ratio. In the thermo-decomposition process of the precursors to get these magnetic particles, TG/DTG was applied for investigating their character. It has been showed that the difference of the activation energies of these particles in different thermo-decomposition stage, even not in the same stage for different sample. XRD was used to analysis the effect of temperature on precursor of CoFe2O4. It has been showed that the prepared magnetic particles with the average diameter less than 100nm were characterized by XRD and TEM. To study nano-magnetic particles and polymer electrolyte compounds, the three kinds of nanometer magnetic particles were doped into polyethylene glycol-20000 (peg-20000) with different rations respectively to obtain the compound substance with optimal conductivity, 0.686 S.m-1.