•Synthesis of uniform and thickness-controlled core–shell composites of mesosilica and USY zeolite.•The way ensures Y zeolite has least dealumination and keeps its original acidity after assembled.•The composites exhibit an excellent selectivity of middle distillates in hydrocracking of heavy oil.•Illustrating the self-assembly process of composites and the reason for high catalytic selectivity.•The way can be applied to assemble SBA-15 silica with some materials of nonresistant to acid.Well core–shell composites of USY@Mesosilica with the mesoporous silica shell and little dealuminated USY zeolite core were synthesized by separating two processes of assembly and crystallization in the distinct conditions. The mesoporous silica of shell has the wormhole-like structure with large pore size and thick pore wall, as SBA-15 silica. No phase separation of mesoporous silica and USY zeolite was observed in the composites. The mesoporous shell thickness was controlled from 20 nm to 60 nm by adjusting the ratio of TEOS/USY from 1.26 to 2.52. The aluminium introduced composites of USY@Al-Mesosilica displayed excellent selectivity of liquid products of C5–C15 in cracking n-hexadecane at high conversion. The ratios of Liquid to Gas in the products were 0.99, 1.12 and 1.88 at the conversion of 94.83%, 86.21% and 76.64%, corresponding to the composites with the shell thickness of 20, 40 and 60 nm, respectively. The ratios are much higher than that of pure USY zeolite (0.45) and the mechanical mixture of USY and AlSBA-15 (0.54). In hydrocracking Iran VGO-2 heavy oil, the NiW supported catalyst prepared from the core–shell composite of USY@Al-Mesosilica displayed excellent catalytic performances with higher activity and better selectivity than the catalyst prepared from pure USY zeolite. The core–shell composites present a potential application in hydrotreating of heavy oil.