Among many ways we tried to synthesize BaZrO₃:BaCeO₃ core-shell structured ceramics in order to enhance the low grain boundary conductivities of monolithic BaZrO₃, the best results were obtained when the BaZrO₃ particles prepared by the conventional solid oxide reaction were coated by the BaCeO₃ sol. After sintering the powders at 1650^oC for 2 hours, we confirmed that the Ce contents were dominated at the grain boundaries by transmission electron microscopy. The proton conductivities of thus-obtained BaZrO₃:BaCeO₃ core-shell structured ceramics were significantly higher than those of the BaZrO₃-BaCeO₃ solid solution having the same compositions. Detailed procedures for the syntheses are to be presented and the enhancement of the proton conductivities with the core-shell structure formation will be discussed from the viewpoint of defect chemistry and microstructure evolution.