The invention relates to a preparation method of a shell-core structure MOxSiO2, wherein the MOx is one of Mn3O4, Fe2O3, CeO2, Cu2O, or Co3O4. The preparation method comprises following steps: homogenously dispersing 0.01 to 0.1 mol of water-containing inorganic metal salt and 2 to 10 mL of oleic acid into 50 to 100 mL of absolute methanol, then putting the materials in a high-pressure reactor to subject the materials to crystallization reactions for 10 to 48 hours at the temperature of 120 to 240 DEG C, cooling and filtering so as to obtain MOx nano particles, dissolving the MOx nano particles in hexane, adding cetyl trimethyl ammonium bromide solution, subjecting the solution to an ultrasonic treatment, adding sodium hydroxide solution with a concentration of 0.5 M to 2 M, stirring, dropwise adding ethyl orthosilicate, carrying out the reactions at the room temperature for 10 to 24 hours, then subjecting the reaction product to a centrifugation treatment, washing, drying, and burning so as to obtain nano catalyst MOx@SiO2. The preparation method is simple and is easy to be applied to industrial production. The catalyst prepared by the preparation method is applied to the CO oxidation reaction, and has the advantages of low cost, and high activity and stability.