CeO_x@SiO₂ nanoparticles are used for the first time for the generation of porous SiC materials with tailored pore diameter in the mesopore range containing encapsulated and catalytically active CeO₂ nanoparticles. The nanocasting approach with a preceramic polymer and subsequent pyrolysis is performed at 1300 °C, selective leaching of the siliceous part results in CeO_x/SiC catalysts with remarkable characteristics like monodisperse, spherical pores and specific surface areas of up to 438 m ²·g^-1. Porous SiC materials are promising supports for high temperature applications. The catalysts show excellent activities in the oxidation of methane with onset temperatures of the reaction 270 K below the onset of the homogeneous reaction. The synthesis scheme using core-shell particles is suited to functionalize silicon carbide with a high degree of stabilization of the active nanoparticles against sintering in the core of the template even at pyrolysis temperatures of 1300 °C rendering the novel synthesis principle as an attractive approach for a wide range of catalytic reactions. In situ functionalization towards silicon carbide supported catalysts with core-shell nanoparticles (CeO_x@SiO₂) is achieved using a nanocasting approach. A high catalytic activity due to the integration of active CeO_x nanoparticles is observed without sintering even at pyrolysis temperatures of 1300 °C. The novel synthesis route is a general strategy for the integration of active nanoparticles into porous non-oxide supports.