Pt/CeO2 hetero-nanocomposites were prepared from Pt/CeO2@SiO2 obtained by a microemulsion-mediated method. Facilitated by the earlier calcination under the protection of a silica shell, the as-formed Pt/CeO2 hetero-nanocomposites exhibit a good thermal stability, which can preserve their pristine properties after subsequent calcination at even 450 degrees C. The thermally stable Pt/CeO2 hetero-nanocomposites possess the characteristics of small particle size, low aggregation, and maximized Pt/CeO2 interfaces and thus exhibit high catalytic activity in CO oxidation.