This review highlights recent research on the application of core–shell structured materials as catalysts in the oxidation of alcohols to value-added products, such as benzaldehyde, acetophenone, benzophenone, cinnamaldehyde, and vanillin, among others. While the application of various unconventional energy inputs (such as microwave and ultrasound irradiation) was reported, this paper focuses on conventional heating. The oxidation of homocyclic aromatic, heterocyclic aromatic, aliphatic, and alicyclic alcohols catalyzed by core–shell composite catalysts is addressed. This work also highlights some unique advantages of core–shell nanomaterial catalysis, namely the flexibility of combining individual functions for specific purposes as well as the effect of various parameters on the catalytic performance of these materials.