Direct fabrication of core-shell or yolk-shell functional nanomaterials via a facile template-free method remains a challenge. In this work, we present a novel approach that involves straightforward chemical transformation and thermal treatment of the infinite coordination polymer particles to obtain composition-tunable CeO(2) yolk-shell structures. Uniform CeO(2) yolk-shell hollow spheres with a high surface area are promising support materials for tiny gold nanoparticles (ca. 4 nm), forming Au-CeO(2) nanocomposites which exhibit a remarkable catalytic activity and high stability for the reduction of p-nitrophenol. A possible mechanism for the formation of CeO(2) yolk-shell microspheres is also proposed.