A catalyst with a core (FeMnK/Al2O3 powder)-shell (Silicalite-2) structure was successfully synthesized by combination of Strober method and hydrothermal crystallization method. TEM, XRD, and N-2 adsorption techniques demonstrated that the supported catalyst FeMnK/Al2O3 was encapsulated by Silicalite-2 zeolite with microporous structure. After eliminating diffusion limitation by removal of residual amorphous SiO2 with alkaline treatment, the micron-scale zeolite core-shell catalyst exhibited a much higher selectivity of lower olefins with a favorable CO conversion in Fischer-Tropsch synthesis, while the formation of C5+ was greatly restrained because of the confinement effect of S2. Finally, the encapsulated catalyst was found to be highly stable after a long-time running due to the inhibition of carbon deposit. In summary, this preparation method provides us a new clue for the design of highly selective catalyst for Fischer-Tropsch synthesis to lower olefins.