A facile strategy is reported for the fabrication of Pt‐loaded core–shell nanocomposite ellipsoids (Fe2O3‐Pt@DSL) consisting of ellipsoidal Fe2O3 cores, double‐layered La2O3 shells and deposited Pt nanoparticles (NPs). The formation of the doubled‐shelled structure uses Fe2O3‐Pt@mSiO2 as template sacrificial agent and it involves the re‐deposition of silica and self‐assembly of metal oxide units. The preparation methods of double‐shelled metal oxides avoid repeated coating and etching and could be utilized to fabricate other shaped double‐shelled composites. Characterization results indicated that the Fe2O3‐Pt@DSL nanocomposites possessed mesoporous structure and tunable shell thickness. Moreover, due to the formation of Fe2O3 and La2O3 composites, Pt NPs can also be stabilized via deposition on chemically active oxides with a synergistic effect. Therefore, as a catalyst for the reduction of 4‐nitrophenol, Fe2O3‐Pt@DSL showed superior catalytic activity and reusability due to structural superiority and enhanced composite synergy. Finally, well‐dispersed Pt NPs were encapsulated into the void between the shell layers to construct the Fe2O3‐Pt@DSL‐Pt catalyst.