A novel core‐shell ZSM‐5@MoO3 catalyst was successfully synthesized by the hydrothermal coating strategy, and its physicochemical properties and catalytic properties in methane aromatization were investigated using a physically‐blended ZSM‐5/MoO3 catalyst as a comparison. Multitechniques including XRD, SEM, TEM, EDS, N2 adsorption, ICP, IR and IG were employed to investigate the characteristics of methane aromatization reaction and the deactivation of carbon deposits. At the reaction temperature of 700 °C and a space velocity of 2400 mL g−1 h−1, methane conversion and aromatics selectivity of the core‐shell ZSM‐5@MoO3 catalyst were 11.3 % and 88.1 %, respectively, which were higher than those of the physically‐blended ZSM‐5/MoO3 catalyst by 3.1 % and 14.8 %, respectively. The special reaction pathway of core (ZSM‐5, acid sites)‐shell (MoO3, Mo sites) and the relatively close proximity between MoO3 and ZSM‐5 were mainly responsible for the excellent properties in the methane aromatization reaction. At the same time, the formation of the micro‐mesoporous property accelerated the mass‐transfer rate and inhibited the formation of carbonaceous deposition, greatly improving the stability of methane aromatization. Thanks to its core‐shell structure, ZSM‐5@MoO3 catalyst showed the excellent properties in methane aromatization.