A novel kind of step-shaped nano-aperture with high resolution and high power throughput is proposed. The step-shaped nano-aperture's size is gradually reduced from the incident surface to the exit surface until a sub-wavelength aperture is formed on the exit surface. The step-shaped square aperture and the step-shaped triangle aperture have been numerically simulated by the method of 3-D finite-difference time-domain (FDTD). The calculation results reveal that the light intensity peak and the power throughput of the step-shaped aperture are increased by about 100 times or more in comparison with those of the ordinary non-step-shaped nano-aperture with a comparable light spot size due to the near-field optical local enhancement effect. For step-shaped triangle aperture with four steps, when the full-width at half-maximum (FWHM) of light spot is 97 nm×74 nm, the peak intensity reaches 1049.76 (1000 times of the incident light intensity) and the power throughput is 1.67. This kind of step-shaped nano-aperture can be directly used as an exit aperture of nano-aperture semiconductor lasers or as an unattached shield, to produce a sub-wavelength light source with high transmission. It is possible to be used in near-field optical applications such as near-field super-resolution imaging, high-density optical data storage, nano-photolithograhy, manipulation, and so on.