With the aim of utilizing O2 as an oxidant, cascade reaction strategy was usually employed by first transforming O2 into the in situ generated hydroperoxide and then oxidized the substrate. To combine the two steps more efficiently to get a higher reaction rate, a series of core-shell catalysts with core and shell having different wettabilities were designed. The catalysts were characterized by transmission electron microscopy, UV-vis spectroscopy, Fourier transform infrared, sessile water contact angle, among other methods. These catalysts were applied in the research of the diphenyl sulfide oxidation by the in situ generated hydroperoxide derived from ethylbenzene oxidation. Through control experiments, the hydrophobic modification in the shell and core will influence different steps of the overall cascade reaction. Further insight into the reaction illustrated that the overall reaction rate was not simply an adduct of the promotion effects from the two steps, which was mainly attributed to the inhibition effect for the co-oxidation of ethylbenzene with diphenyl sulfide. Through the guidance of the relationship, a rationally designed core-shell catalyst with appropriate modifying organic groups showed an enhanced performance of the overall cascade reaction. The rational design of the catalysts would provide a reference for other cascade reactions.