The invention discloses a method for preparing a ZnO-Al2O3@ZSM-5 core-shell structured catalyst. The method comprises the steps: preparing ZnO-Al2O3 powder; and proportioning raw materials, i.e., n(TEOS), n(NaAlO2), n(TPAOH) and n(H2O) according to a mole ratio of (40 to 360): 1: 19: 4015, sequentially adding NaAlO2, TPAOH and TEOS into deionized water with stirring, carrying out uniform stirringcontinuously, carrying out aging for 3h with stirring at room temperature to form a sol system, adding ZnO-Al2O3 powder into the system according to a core-shell mass ratio, i.e., ZnO-Al2O3: ZSM-5 of(1: 4) to (4: 1), carrying out uniform stirring continuously, carrying out a hydrothermal reaction for 36 to 48 hours at the temperature of 170 DEG C to 190 DEG C in a homogeneous reactor, cooling reacted substances to room temperature, carrying out centrifugation, carrying out washing with deionized water, carrying out washing with anhydrous ethanol, carrying out drying for 12h at the temperature120 DEG C, carrying out roasting for 3h at the temperature 500 DEG C to 600 DEG C, thereby preparing the ZnO-Al2O3@ZSM-5 core-shell structured catalyst. The catalyst prepared by the method can be used for simultaneously improving conversion ratio of carbon dioxide and selectivity of low-carbon olefins in a two-step method process for preparing the low-carbon olefins from methanol through CO2 hydrogenation.