Metal/metal oxide nanoparticles with controllable size and shape are of importance to tailor the catalytic performances of metal nanoparticles. However, a facile synthesis of supported monodisperse metal/oxide polyhedra in the absence of capping agents remains a significant challenge, especially at high metal loadings. In this work, a surfactant-free MOF (metal-organic framework) thermolysis strategy is developed for the synthesis of monodisperse ferrite octahedral nanocrystals with uniform composition for the first time. The achievement of our synthesis relies on the use of CO as directing agent that may control the growth rate of specific facets at the solid/gas interface and, subsequently, the shape of the resultant metal oxide nanostructures. As-prepared octahedral ferrite materials exhibited an interesting shape-dependent catalytic performance in 5-hydroxymethylfurfural (HMF) oxidation, achieving significantly improved activity and selectivity, compared to those synthesized under a pure inert atmosphere. Density functional theory (DFT) calculations suggest a relatively weak interaction between 2,5-diformylfuran (DFF) and the catalyst that is highly beneficial for product desorption, avoiding the overoxidation reactions that occur on the catalyst surface to some extent and partially contributing to the high DFF selectivity.