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The construction of core-shell structures through surface coating, and then making use of the synergistic effects between the core and shell to design and synthesize heterogeneous catalysts is a hot topic in the heterogeneous catalysis field. Developing a general coating route with functional shell materials is further highly desirable. Here we found that a poly(cyclotriphosphazene-co-4,4'-sulfonyldiphenol) (PZS) layer can be generally coated on various substrates with different components and morphologies, including metal oxides, noble metal nanoparticles, carbon materials and metal-organic frameworks (MOFs). In addition, the coating thickness could be well controlled through simply adjusting the amount of monomers. Taking advantage of the heteroatoms in the PZS layer and the synergistic effect between the core and shell, new methods for fabrication of co-doped hollow carbon shell catalysts and transition metal phosphide nanoparticles were developed. As a proof-of-concept application, the N, P, S-doped hollow carbon shells prepared by calcination of a ZnCo-ZIFs@PZS core-shell structure could act as a good carbo-catalyst for selective oxidation of C-H bonds in water.