The strategy of in situ crystallization of SAPO-34 zeolite upon silica matrix was employed to construct the SAPO-34/SiO₂ composite. The physicochemical properties of SAPO-34/SiO₂ composite and its catalytic capability for methanol to olefins reaction were comprehensively compared to that of SAPO-34 zeolite and SAPO-34–SiO₂ catalyst fabricated through a sol–gel method. The characterization results show that SAPO-34/SiO₂ composite has good crystallinity, uniform crystal size, hierarchical pore structure, and moderate acidity. The introduction of silica matrix in the SAPO-34 shape-forming process makes SAPO-34–SiO₂ catalyst and SAPO-34/SiO₂ composite both conducive to the formation of ethene, but not conducive to the formation of propene. Compared to SAPO-34–SiO₂ catalyst, SAPO-34/SiO₂ composite exhibits better catalytic stability and light olefins selectivity in methanol to olefins reaction, which is attributed to its unique structure of SAPO-34 crystals adhered upon the surface of silica matrix.