Mesocrystal - a new class of crystals compared with conventional single crystals and randomly distributed nanocrystal systems - has captured significant attention in recent decades. Current studies have been focused on the advanced synthesis as well as the intriguing properties of mesocrystal. In order to create new opportunities upon functional mesocrystals, they can be regarded as a new functional entirety when integrated with unique matrix environments. The elegant combination of mesocrystals and matrices has enabled researchers to realize enthralling tunabilities and to derive new functionalities that cannot be found in individual components. Therefore, mesocrystal-embedded system forms a new playground towards multifunctionalities. This review article delivers a general roadmap that portrays the enhancement of intrinsic properties and new functionalities driven by novel mesocrystal-embedded oxide systems. An in-depth understanding and breakthroughs achieved in mesocrystal-embedded oxide systems are highlighted. This article concludes with a brief discussion on potential directions and perspectives along this research field.