The concept of tandem catalysis, where sequential reactions catalyzed by different interfaces in single nanostructure give desirable product selectively, has previously been applied effectively in the production of propanal from methanol (via carbon monoxide and hydrogen) and ethylene via tandem hydroformylation. However, the underlying mechanism leading to enhanced product selectivity has remained elusive due to the lack of stable, well-defined catalyst suitable for in-depth comprehensive study. Accordingly, we present the design and synthesis of a three-dimensional (3D) catalyst CeO2-Pt@mSiO2 with well-defined metal-oxide interfaces and stable architecture and investigate the selective conversion of ethylene to propanal via tandem hydroformylation. The effective production of aldehyde through the tandem hydroformylation was also observed on propylene and 1-butene. A thorough study of the CeO2-Pt@mSiO2 under different reaction and control conditions reveals that the ethylene present for the hydroformylation step slows down initial methanol decomposition, preventing the accumulation of hydrogen (H2) and favoring propanal formation to achieve up to 80% selectivity. The selectivity is also promoted by the fact that the reaction intermediates produced from methanol decomposition are poised to directly undergo hydroformylation upon migration from one catalytic interface to another. This synergistic effect between the two sequential reactions and the corresponding altered reaction pathway, compared to the single-step reaction, constitute the key advantages of this tandem catalysis. Ultimately, this in-depth study unravels the principles of tandem catalysis related to hydroformylation and represents a key step toward the rational design of new heterogeneous catalysts.