Recently, the core–shell nanostructured materials have gained considerable attention due to their nano-scale size effect, well-controlled structure, and tunable physicochemical features which extend their applications in many hot research topics. This review emphasizes their applications in terms of five major fields: catalysis, adsorption, sensing, membrane separation and biomedical application, which render them promising candidates for diverse practical manipulations such as environmental remediation, gas separation and storage, flexible electronic devices and therapeutic vehicles. This paper makes a comprehensive analysis and discussion on the considerable and representative research in each field, in order to provide the reference for the relevant research works by taking the advantages of structural stability and high dispersive active phases of core–shell materials. Finally, the article offers the future prospective application of the core–shell nanomaterials to envision that new breakthrough will be yield in this field.