Multicomponent heterogeneous structures of yolk@shell nanospheres embedded in MOF-derived porous carbon are potentially excellent electrocatalytic materials. In this work, the multicomponent yolk@shell nanospheres (Au@Co3O4@CeO2) were synthesized through an autocatalytic redox reaction. The synergistic and interfacial effects between Co3O4 and CeO2 can expose more active sites and enhance the catalytic activity. Then, the electrical conductivity of Au@Co3O4@CeO2 was improved using N-doped carbon nanomaterials (NPC), which was derived from ZIF-8 by high-temperature pyrolysis. The synergistic catalytic effect between ZIF-8 derived NPC and Au@Co3O4@CeO2 resulted in the highest electrochemical response current to caffeic acid in this composite. Under optimal conditions, the prepared modified electrode showed a LOD (limit of detection) of 5.7 × 10−10 M for CA and a linear range of 1.0 × 10−9 to 3.0 × 10−6 M. Meanwhile, it showed remarkable selectivity for CA in the anti-interference experiments and can be applied to the detection in food samples (strawberry and red wine). This work has developed a novel sensing material for sensitive detection of CA, broadening the application of multi-component shell-core structured metal oxidation.