Because of its unmatched resource potential, solar energy utilization currently is one of the hottest research areas. Much effort has been devoted to developing advanced materials for converting solar energy into electricity, solar fuels, active chemicals, or heat. Among them, TiO2 nanomaterials have attracted much attention due to their unique properties such as low cost, nontoxicity, good stability and excellent optical and electrical properties. Great progress has been made, but research opportunities are still present for creating new nanostructured TiO2 materials. Core–shell structured nanomaterials are of great interest as they provide a platform to integrate multiple components into a functional system, showing improved or new physical and chemical properties, which are unavailable from the isolated components. Consequently, significant effort is underway to design, fabricate and evaluate core–shell structured TiO2 nanomaterials for solar energy utilization to overcome the remaining challenges, for example, insufficient light absorption and low quantum efficiency. This review strives to provide a comprehensive overview of major advances in the synthesis of core–shell structured TiO2 nanomaterials for solar energy utilization. This review starts from the general protocols to construct core–shell structured TiO2 nanomaterials, and then discusses their applications in photocatalysis, water splitting, photocatalytic CO2 reduction, solar cells and photothermal conversion. Finally, we conclude with an outlook section to offer some insights on the future directions and prospects of core–shell structured TiO2 nanomaterials and solar energy conversion.