Complex hollow structures of transition metal oxides, especially mixed metal oxides, could be promising for different applications such as lithium ion batteries. However, it remains a great challenge to fabricate well-defined hollow spheres with multiple shells for mixed transition metal oxides. Herein, we have developed a new “penetration–solidification–annealing” strategy which can realize the synthesis of various mixed metal oxide multi-shelled hollow spheres. Importantly, it is found that multi-shelled hollow spheres possess impressive lithium storage properties with both high specific capacity and excellent cycling stability. Specifically, the carbon-coated CoMn2O4 triple-shelled hollow spheres exhibit a specific capacity of 726.7 mA h g−1 and a nearly 100 % capacity retention after 200 cycles. The present general strategy could represent a milestone in design and synthesis of mixed metal oxide complex hollow spheres and their promising uses in different areas.