A kind of shaped core-shell structured binder-free ZSM-5 catalyst is prepared by re-crystallization method, from a shaped mixture of ZSM-5 zeolite and pure silica source as a binder. According to the characterization results, it is found that the silica shell, surrounding the ZSM-5 core in the shaped mixture, can be converted into ZSM-5 zeolite phase under the hydrothermal conditions with vapor-solid phase method. In this way, the catalyst with core-shell zeolite structure is consequently formed. The prepared binder-free ZSM-5 catalyst has more micro-pores than the ordinary shaped zeolite with a binder. In addition, its acidity is weakened because of the migration of framework aluminum towards the outer shell layer of ZSM-5 crystals. When applied to the vapor-phase benzene alkylation with ethylene, this catalyst shows an enhanced stability and selectivity compared to the ordinary shaped catalyst. Specially, xylene, a critical by-product formed by side reactions, is greatly suppressed over the shaped core-shell structured binder-free catalyst. In view of its good mechanical strength as well as its extended lifetime, the shaped core-shell structured binder-free ZSM-5 catalyst will be valuable in the practical industrial ethylbenzene production.