The selective oxidation of methane (CH4) features attractive potentials in both mitigating global warming and producing value-added chemicals. However, due to the short-life and unpaired concentrations of reactive intermediates (such as ·OH, ·CH3, and CO), the selective formation of multicarbon products like ethanol has remained challenging. In this work, we developed a hollow multishelled CeO2@PdO@FeOx nanosphere catalyst with two asymmetric and closely connected interfaces, featuring efficient in-tandem photo-oxidation of CH4 into ethanol with O2 as the oxidant. The outer FeOx surface promotes the photoreduction of the oxazole atoms in O2. In the meantime, the two asymmetric PdO/FeOx and CeO2/PdO catalytic interfaces enable selective photoactivation of CH4 to ·CH3 and then to CO, respectively, and the hollow multishelled structure further facilitates the directional transport and coupling of the as-generated ·CH3 and CO to produce ethanol. Under 100 mW·cm-2 light intensity and ambient conditions, the hollow multishelled CeO2@PdO@FeOx nanosphere photocatalyst exhibited a peak CH4-to-ethanol yield of 728 μmol·g-1·h-1 without photosensitizers or sacrificial agents, almost three times higher than the previous best reports on photocatalytic CH4 oxidation to ethanol, suggesting the attractive potential of the asymmetric multishelled catalytic interfaces.