Morphology control plays a major role in the design of solid catalysts. Since the heterogeneous Ziegler–Natta catalyst (ZNC) is based on the in situ synthesis of MgCl2 support in a top-down manner, the individual control of the exterior and the interior structure of the catalyst macro-particles is challenging. In this study, we successfully prepared a ZNC with a multi-grain interior structure by the spray-drying of MgO nanoparticles, inspired by the fact that the MgO/MgCl2/TiCl4 core–shell catalyst can maintain the morphology of the raw MgO nanoparticles. This catalyst is the first example of the bottom-up preparation of MgCl2-supported ZNC. Here, we report its basic preparation method, characterization results, and performance in the homo-polymerization of ethylene and propylene, and copolymerization with 1-hexene.