Hematite (α-Fe₂O₃) is a red material with a band gap of about 2.0 eV, which indicates that it can absorb more solar light. It is a promising photocatalyst applied in many fields. In this paper, α-Fe₂O₃ single crystal hollow hexagonal bipyramids were synthesized by a simple one-pot hydrothermal method. The morphology and structure of the prepared α-Fe₂O₃ hollow hexagonal bipyramids were studied using scanning electron microscopy (SEM), transmission electron microscopy (TEM), and X-ray diffraction (XRD). The hollow single crystals show a good light absorption and performance in photodegradation of methylene blue (MB). Due to the strategy of depositing ultra-thin layers of Al₂O₃ by atomic layer deposition (ALD), the photoelectrochemical (PEC) performance of α-Fe₂O₃ under the simulated solar light irradiation is also improved.