Active sites confinement is a promising way to enhance the activities of catalysts for volatile organic compounds decomposition (VOCs). However, the rational control of the active sites over composite catalysts raised challenges due to inevitably active sites’ aggregation into larger bulk particles during the pyrolysis. Here, we propose a dual-confinement strategy using metal–organic frameworks (MOFs) to fabricate well-dispersed MnOx@ZrO2 composite catalysts. These products have a distorted three-dimensional (3D) octahedral morphology with both Mn and Zr elements uniformly dispersed. Moreover, the agglomeration of Mn can be reduced through dual confinement. The crystal size of MnOx@ZrO2-NA is 17.65 nm, smaller than 1.17 μm of MnOx-ZrO2-cp and 125.73 nm of MnOx@ZrO2-A. Such MnOx@ZrO2-NA product exhibits a better catalytic ability of T50 = 248 °C than those of MnOx-ZrO2-cp (T50 = 295 °C) and MnOx@ZrO2-A (T50 = 280 °C). The increased Mn (III/Total) ratio, sufficient amount of adsorbed oxygen and good oxygen mobility from c-ZrO2 support play significant roles in the reaction mechanism. Further, a variety of MOx@ZrO2 (M = Co/Cu/Ce) composites with a similar nanostructure has been demonstrated. Therefore, this work can realize the high dispersion of active sites via the dual confinement, and provide a convenient route to synthesize potential catalysts for other pollutants control.