In this study, MgO/MgCl2/TiCl4 core–shell catalysts are employed for the production of ultrahigh molecular weight polyethylene (UHMWPE) particles, motivated by their advantages including simple preparation, ease of morphology control, and a dramatically reduced Cl content. It is found that the MgO/MgCl2/TiCl4 core–shell catalysts can provide UHMWPE at a reasonable activity, but the agglomeration of the catalyst particles leads to poor morphology of the UHMWPE. The dispersion problem is largely alleviated by modifying MgO nanoparticles with methyl oleate (MO). Thus, the MO‐modified MgO/MgCl2/TiCl4 core–shell catalyst successfully affords UHMWPE particles of 100–200 µm at a high yield of 8670 g‐PE g‐Cat−1.