We investigate the local structure of nanoparticles based on cobalt ferrite core with and without a hydrothermal surface treatment of variable duration of time that promotes a coating shell by crossing information obtained from atomic absorption spectroscopy (AAS), X-ray powder diffraction (XRD), neutron powder diffraction (NPD), and X-ray absorption spectroscopy (XAS) measurements. Chemical titration results show that the surface layer thickness increases as the duration of the surface treatment increases. The cation distribution obtained by Rietveld refinement of NPD patterns allows splitting the core and shell structural parameters obtained from Rietveld refinement of XRD data of the samples well described in a core-shell model. We follow the local structural evolution with the surface treatment time analyzing both XANES and EXAFS regions of the absorption spectrum. As a result, we observe that the surface treatment is not energetically strong enough to provoke changes on the mean oxidation states of the cations in the spinel structure; indeed, the interatomic distances are similar to those found in bulk materials and the inversion degree remains the same after the surface treatment, in good accordance with the cation distribution obtained by Rietveld refinement of NPD data.