The creation of a catalytic method that possesses high activity and effective reusability for the oxidative cleavage of vegetable oils and their derivatives to prepare bio-based oxo-chemicals is a challenge. This work introduces a “release and capture” catalytic system consisting of H₂O₂, WO₃ and mesoporous SnO₂. This system was intended to promote catalyst reusability in the oxidative cleavage of methyl 9,10-epoxystearate (ME) to the corresponding aldehydes. No organic solvent was used in the reaction. The reaction temperature, molar ratio of ME/WO₃/H₂O₂, and reaction time were optimized to 70 °C, 1/0.017/1.3, and 20 min, respectively. Under these conditions, complete ME conversion and 80% aldehyde yield were obtained. The hot filtration experiment and ICP-MS analysis confirmed the leaching of tungsten. Mesoporous SnO₂ did not affect the ME conversion and aldehyde yield, but effectively adsorbed the leached tungsten. The catalyst in this system showed no significant decrease in activity after being reused ten times.