This study reports the development of a fast and facile route for the synthesis of novel CeO2–TiO2 core–shell nanocomposite particles using microwave (MW) irradiation of the mixture of commercial CeO2, titanium-tetra-n-butoxide (TBOT) and aqueous ammonia. Solutions of TBOT in ethanol and ammonia were mixed with dispersed CeO2 nanoparticles in ethanol, and the mixture was rapidly MW irradiated at 70 °C for 2 min. The resulting nanocomposite particles were characterized in terms of phase, shell thickness, composition, surface charge, morphology, and chemical state of the elements by XRD, TEM, XPS, SEM, Zeta potential analyzer, XRF, and FT-IR. Conventional methods of the synthesis of CeO2–TiO2 nanocomposite require a long time, and TiO2 is rarely found as a coated material. In contrast, the MW method was able to synthesize CeO2–TiO2 core–shell nanocompsite particles within a very short time. CeO2–TiO2 nanocomposite particles were fairly unaggregated with an average titania layer thickness of 2–5 nm. The obtained nanocomposites retained the crystalline cubic phase of CeO2, and the phase of coated TiO2 was amorphous. The catalytic activities of uncoated and TiO2-coated CeO2 nanoparticles for the oxidation of organic compounds were evaluated by the degradation study of methylene blue in air atmosphere at 403 K. The enhanced UV-shielding ability and visible transparency of the nanocomposite obtained by UV visible spectroscopic measurements suggested that the core–shell material has novel characteristics for using as a sunscreen material.