Industrial catalysts are typically made of nanosized metal particles, carried by a solid support. The extremely small size of the particles maximizes the surface area exposed to the reactant, leading to higher reactivity. Moreover, the higher the number of metal atoms in contact with the support, the better the catalyst performance. In addition, peculiar properties have been observed for some metal/metal oxide particles of critical sizes. However, thermal stability of these nanostructures is limited by their size; smaller the particle size, the lower the thermal stability. The ability to fabricate and control the structure of nanoparticles allows to influence the resulting properties and, ultimately, to design stable catalysts with the desired characteristics. Tuning particle sizes provides the possibility to modulate the catalytic activity. Unique and unexpected properties have been observed by confining/embedding metal nanoparticles in inorganic channels or cavities, which indeed offers new opportunities for the design of advanced catalytic sytems. Innovation in catalyst design is a powerful tool in realizing the goals of more green, efficient and sustainable industrial processes. The present Review focuses on the catalytic performance of noble metal- and non precious metal-based embedded catalysts with respect to traditional impregnated systems. Emphasis is dedicated to the improved thermal stability of these nanostructures compared to conventional systems.