Core-shell Nb2O5/TiO2 composite with hierarchical heterostructure is successfully synthesized In-situ by a facile template-free and acid-free solvothermal method based on the mechanism of liquid phase epitaxy. The chemical circumstance change induced by the alcoholysis of NbCl5 is utilized tactically to trigger core-shell assembling In-situ. The tentative mechanism for the self-assembling of core-shell structure and hierarchical structure is explored. The microstructure and morphology changes during synthesis process are investigated systematically by using X-ray diffraction, scanning electron microscopy, X-ray photoelectron spectroscopy and transmission electron microscopy. The dramatic alcoholysis of NbCl5 has been demonstrated to be the fundamental factor for the formation of the spherical core, which changes the acid circumstance of the solution and induces the co-precipitation of TiO2. The homogeneous co-existence of Nb2O5/TiO2 in the core and the co-existence of Nb/Ti ions in the reaction solution facilitate the In-situ nucleation and epitaxial growth of the crystalline shell with the same composition as the core. In-situ liquid phase epitaxy can offer a different strategy for the core-shell assembling for oxide materials.