It is well known that surface passivation and modification are efficient approaches to improve the photoluminescence and stability of perovskites. Although CsPbBr3 nanocrystals (NCs) could be embedded into a Cs4PbBr6 matrix to enhance the photoluminescence property, the limited stability will hinder their applications. It still remains a challenge to convert CsPbBr3 to Cs4PbBr6 in one step with surface modification by using oxide on a single-particle level. Herein, the process of conversion from CsPbBr3 to Cs4PbBr6/CsPbBr3 microcrystals (MCs) by a ligand-assisted supersaturated recrystallization (LASR) method has been studied. To improve its stability, CsPbBr3 has been successfully converted into monodisperse Cs4PbBr6/CsPbBr3@Ta2O5 core–shell MCs through a facile one-step sol–gel method at room temperature. Compared with Cs4PbBr6/CsPbBr3, Cs4PbBr6/CsPbBr3@Ta2O5 has better light stability and thermal stability. Cs4PbBr6/CsPbBr3@Ta2O5 MCs display great enhancement in photoluminescence quantum yield (PLQY) (up to 94.7%) and photoluminescence lifetime (up to 67.8 ns). Furthermore, the luminous efficiency of the WLED device based on Cs4PbBr6/CsPbBr3@Ta2O5 (31.9 lm W−1) is twice that of the WLED device fabricated by Cs4PbBr6/CsPbBr3 (15.2 lm W−1).