Heterogeneous nanoparticle is wildly used in catalysis, sensors, biology, and semiconductor due to its versatile functions. Among various heterogeneous nanoparticle, Au-Cu₂O core-shell nanoparticle shows high thermal stability and short response time for sensor, which attracted much attention. However, the behavior of forming heterostructure and its mechanism are not fully explored. In this work, we used Liquid cell transmission electron microscopy (TEM) to investigate the formation of Au-Cu₂O nanoparticles. Liquid cell TEM is a burgeoning technique to study the dynamic process of nanostructures in fluid. First, we sealed Au nanoparticles, synthesized by reducing HAuCl₄ with citrate acid, into the liquid cell. Next, we added the precursor containing Cu ions. Electron beam is an important parameter in in-situ TEM for reduction reaction. During the electron beam exposure, Cu₂O can be reduced from Cu²⁺ without adding reducing agent. Finally, the Au-Cu₂O core-shell nanoparticles could be synthesized. The growth kinetics and elements distribution have systematically studied. The in-situ experiment sheds light on mechanism of nanostructures and will improve the applicability and controllability of heterostructure synthesis.