The core-shell structured Al2O3/YAG:Ce phosphor was prepared by a spray drying method. The obtained samples show cubic Y3Al5O12 structure, have a spherical shape with the size in the range of 1~8 μm and exhibit higher internal quantum yield compared to the samples prepared by co-precipitation. Based on the fact that the spray drying method can be employed to fabricate microencapsulate particles, the formation mechanism of the core-shell structured Al2O3/YAG:Ce phosphor was formulated. The slurry, which was mixed with micrometer Al2O3 particles and polycations consisting of Y3+, Al3+ and Ce3+, was atomized and shaped by the evaporation of droplets. In the process of solvent evaporation, the interparticle capillary forces make the self-assembly of polycations into the close-packed shell surrounding the Al2O3 particles, because the polycations have a bigger diffusion rate than Al2O3 particles. At last, the precursor was calcined at the temperature from 850 oC to 1250 oC for 2 h and then the core-shell structured phosphor was produced. Therefore, a novel idea for preparing core-shell structured phosphor is proposed.