Surfactant-modified CeO2@TiO2 core–shell nanostructure catalysts were prepared by coprecipitation with the addition of sodium dodecyl sulfonate (SDS), and their catalytic oxidation of dichloromethane (DCM) was studied. A 90% DCM conversion efficiency is obtained at 300 °C with the CeO2@TiO2SDS catalyst, and its catalytic stability in the 55 h test period is better than that of Ce/TiO2 and CeO2@TiO2. Based on the characterization of CeO2@TiO2SDS, the dispersion of active components is promoted due to the inhibition of crystal growth with the introduction of SDS. The improvement of surface acidity and redox capacity is beneficial to the enhancement of catalytic activity. The higher adsorbed oxygen content on the surface of the CeO2@TiO2SDS catalyst is responsible for the better catalytic stability. Generally, a novel method was developed to design catalytic oxidation catalysts for the treatment of chlorinated volatile organic compounds in future applications.