In this work, various Co3O4-ZSM-5 catalysts were prepared by the microwave hydrothermal method (MH-Co3O4@ZSM-5), dynamic hydrothermal method (DH-Co3O4@ZSM-5), and conventional hydrothermal method (CH-Co3O4/ZSM-5). Their catalytic oxidation of dichloromethane (DCM) was analyzed. Detailed characterizations such as X-ray diffractometer (XRD), scanning microscopy (SEM), X-ray photoelectron spectroscopy (XPS), Brunauer–Emmett–Teller (BET), H2 temperature-programmed reduction (H2-TPR), temperature-programmed desorption of O2 (O2-TPD), temperature-programmed desorption of NH3 (NH3-TPD), diffuse reflectance infrared Fourier-transform spectra with NH3 molecules (NH3-DRIFT), and temperature-programmed surface reaction (TPSR) were performed. Results showed that with the assistance of microwave, MH-Co3O4@ZSM-5 formed a uniform core-shell structure, while the other two samples did not. MH-Co3O4@ZSM-5 possessed rich surface adsorbed oxygen species, higher ratio of Co3+/Co2+, strong acidity, high reducibility, and oxygen mobility among the three Co3O4-ZSM-5 catalysts, which was beneficial for the improvement of DCM oxidation. In the oxidation of dichloromethane, MH-Co3O4@ZSM-5 presented the best activity and mineralization, which was consistent with the characterizations results. Meanwhile, according to the TPSR test, HCl or Cl2 removal from the catalyst surface was also promoted in MH-Co3O4@ZSM-5 by their abundant Brønsted acid sites and the promotion of Deacon reaction by Co3O4 or the synergistic effect of Co3O4 and ZSM-5. According to the results of in situ DRIFT studies, a possible reaction pathway of DCM oxidation was proposed over the MH-Co3O4@ZSM-5 catalysts.