In the field of catalysis, nanoreactors with spatially restricted effects play a critical role to enhance the production efficiency of a variety of reactions. In this contribution, we used ZIF-67 nanocubes (size of 140 nm) as a template and conformally deposited Al2O3 thin films by the atomic layer deposition (ALD) technique, wherein Pt nanoparticles (Pt NPs) as active sites were loaded on either the inside or outside of the Al2O3 films. Notably, it was found that the water treatment of the nanoreactors was critical to the enhanced catalytic CO oxidation performance with substantially decreased T100 (temperature to achieve 100% conversion). Various characterization results indicated the successful synthesis of yolk–shell structured ZIF-67/Pt@10Al2O3-W catalyst with excellent CO oxidation activity and good long-term stability. In addition, in situ diffuse reflectance infrared Fourier transform spectroscopy was used to explore the catalytic oxidation process, and the results revealed that the reason for the superior CO catalytic activity of the designed nanoreactors was ascribed to the moderate CO surface coverage provided by the Al2O3 films and the activated oxygen species. In summary, this work provides some insights into the preparation of metal–organic framework-based nanoreactors using ALD-assisted methods.