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Catalytic conversion of CO₂ to produce fuels and chemicals is attractive in prospect because it provides an alternative to fossil feedstocks and the benefit of converting and cycling the greenhouse gas CO₂ on a large scale. In today's technology, CO₂ is converted into hydrocarbon fuels in Fischer-Tropsch synthesis via the water gas shift reaction, but processes for direct conversion of CO₂ to fuels and chemicals such as methane, methanol, and C₂₊ hydrocarbons or syngas are still far from large-scale applications because of processing challenges that may be best addressed by the discovery of improved catalysts-those with enhanced activity, selectivity, and stability. Core-shell structured catalysts are a relatively new class of nanomaterials that allow a controlled integration of the functions of complementary materials with optimised compositions and morphologies. For CO₂ conversion, core-shell catalysts can provide distinctive advantages by addressing challenges such as catalyst sintering and activity loss in CO₂ reforming processes, insufficient product selectivity in thermocatalytic CO₂ hydrogenation, and low efficiency and selectivity in photocatalytic and electrocatalytic CO₂ hydrogenation. In the preceding decade, substantial progress has been made in the synthesis, characterization, and evaluation of core-shell catalysts for such potential applications. Nonetheless, challenges remain in the discovery of inexpensive, robust, regenerable catalysts in this class. This review provides an in-depth assessment of these materials for the thermocatalytic, photocatalytic, and electrocatalytic conversion of CO₂ into synthesis gas and valuable hydrocarbons.