Hierarchical CuO colloidosomes (hollow spheres) constructed by subunit of open-mouthed hollow spheres that consist of 2D nanoleaves are synthesized via a Pickering emulsion strategy. Cu2O particles were served as emulsifier particles to form the Pickering emulsions. Self-oxidation of Cu2O gave rise to the formation of CuO nanoleaves which spontaneously cross-link the neighboring particles on the emulsion droplet surfaces, forming the robust colloidosomes. Concurrently, asymmetric Kirkendall effect produced the open-mouthed hollow structure in the subunit CuO particles, resulting in the hierarchical hollow structures of the colloidosomes. Because of the complex and multilevel hollow structure, the CuO colloidosomes significantly enhanced light harvest and photothermal conversion, leading to high local temperature (similar to 200 degrees C) on the surfaces under light irradiation at room temperature. This structure enhanced photothermal effect realized the photothermal catalytic CO oxidation at room temperature with a reaction rate 20 times higher than that of thermal catalysis at 240 degrees C.