Core–shell like zeolite capsule catalyst can effectively realize tandem catalysis process, like syngas→methanol→dimethyl ether (DME), but the general zeolite shell preparation requires high temperature and alkaline conditions, which severely limits the design, industrial production and application of zeolite capsule catalyst. In this report, we present a simple and scalable method, named physical coating (PhyC), to prepare zeolite shell without employing hydrothermal synthesis process. The demonstrated zeolite capsule catalyst, named CuZnAl/SAPO11-PhyC, has a Cu/ZnO/Al2O3 (CuZnAl) core catalyst and a PhyC-prepared silicoaluminophosphate-11 (SAPO-11) shell. This zeolite capsule catalyst CuZnAl/SAPO11-PhyC is characterized by XRD, SEM, EDS, N2 adsorption and NH3-TPD respectively. Tandem catalysis process of syngas to DME (STD) is carried out on this CuZnAl/SAPO11-PhyC zeolite capsule catalyst, comparing its catalytic performance with other general mixture catalyst of CuZnAl/SAPO11-M. The reaction results indicate that the zeolite capsule catalyst of CuZnAl/SAPO11-PhyC prepared by PhyC method can increase not only the syngas conversion, but also the selectivity of the desired DME, considerably better than the mixture catalyst of CuZnAl/SAPO11-M. The excellent catalytic performance of zeolite capsule catalyst CuZnAl/SAPO11-PhyC should be attributed to its special core–shell-like structure that provides a confined reaction field to the studied STD reaction, accelerating the syngas conversion to DME, at the same time suppressing the over-dehydration of DME to form other by-products.