The water produced during the oxidative esterification reaction occupies the active sites and reduces the activity of the catalyst. In order to reduce the influence of water on the reaction system, a hydrophobic catalyst was prepared for the one-step oxidative esterification of methylacrolein (MAL) and methanol. The catalyst was synthesized by loading the active component Au onto ZnO using the deposition–precipitation method, followed by constructing the silicon shell on Au/ZnO using tetraethoxysilane (TEOS) to introduce hydrophobic groups. Trimethylchlorosilane (TMCS) was used as a hydrophobic modification reagent to prepare hydrophobic catalysts, which exhibited a water droplet contact angle of 111.2°. At a temperature of 80 °C, the hydrophobic catalyst achieved a high MMA selectivity of over 95%. The samples were characterized using XRD, N2 adsorption, ICP, SEM, TEM, UV-vis, FT-IR, XPS, and water droplet contact angle measurements. Kinetic analysis revealed an activation energy of 22.44 kJ/mol for the hydrophobic catalyst.