We present the self-assembly synthesis of core–shell structure Au/CeO2 composites with different Au loadings through a spontaneous chemical redox approach at an ambient temperature utilizing HAuCl4 and Ce(NO3)3 as reaction substrates in an alkaline environment. The results demonstrate that the as-synthesized Au/CeO2 composites exhibit spherical shape morphologies with porous structures, composed of Au nanoparticle (∼10 nm) cores and CeO2 nanoparticle shells with abundant oxygen vacancies. The introduction of Au nanoparticles in CeO2 not only effectively improves the visible light utilization efficiency but also provides rich surface catalytic active sites for highly efficient visible light photocatalysis. As visible light photocatalysts (λ > 400 nm), the as-synthesized Au/CeO2 composites with the Au loading amount ≥4.0 wt % exhibit high conversion and selectivity (∼100%) of benzyl alcohol to benzaldehyde under the given experimental conditions. Moreover, Au/CeO2 also shows a general applicability as a visible light photocatalyst for the selective oxidation of other alcohols to corresponding aldehydes or ketones. The photocatalytic mechanism studies indicate that the photoelectrons/holes produced from the photoexcited Au and the formed superoxide radicals in the oxygen vacancies of CeO2 synergistically contribute to the high performance of the selective photocatalytic oxidation of alcohols to aldehydes or ketones.