A kind of core-shell catalyst with Fe-Zn-Zr as the core and a zeolite (HZSM-5, Hbeta, and HY) as the shell was synthesized by a simple cladding method. The catalyst has an obvious confinement effect on the synthesis of isoalkanes by CO2 hydrogenation. Especially, the Fe-Zn-Zr@HZSM-5-Hbeta catalyst with a double-zeolite shell exhibits an extraordinary high i-HC/t-HC ratio.