Supported gold (Au) nanocatalysts have long played an important role in numerous heterogeneous catalysis. However, the dominant difficulty of poor thermodynamic stability hampers its practical application. Herein, a core–shell structured Au nanocatalyst with Au nanoparticles (NPs) confined in boron nitride (BN) shells is proposed for enhanced thermodynamic stability. The two-dimensional porous structure of BN not only functions as a physical separator for the sintering resistance of Au NPs, but also provides a microchannel for catalytic reaction substrates. Besides, owing to the confinement effect, a strengthened interaction between well-designed Au NPs and the BN can be expected, which further boosts the stability and catalytic activity. Detailed experiments show that a proper BN shell thickness is important to maintain the balance between the sintering resistance and catalytic activity. A significantly boosted performance of 97.2% conversion in oxidative desulfurization (ODS) was obtained with a proper number of BN coating layers, outperforming the one with a thicker BN shell. Moreover, the recyclability of the prepared catalyst was investigated with no obvious decrease in catalytic performance after 10 runs, greatly higher than that without a BN shell, suggesting excellent durability.