Herein, we present an innovative approach to generate a novel type of 3D optical nanostructures based on nanoporous anodic alumina (NAA), the so-called inverted nanoporous anodic alumina funnels (INAAFs). This electrochemical approach takes advantage of the differential dissolution rate of NAA with the annealing temperature, which enables the in-depth engineering of nanopores. The structural engineering of these 3D nanostructures is monitored in situ by reflectometric interference spectroscopy through changes in the effective optical thickness of NAA, making it possible to precisely control the formation of INAAFs in real-time. The resulting INAAFs are optical nanostructures featuring a stratified structure of well-defined cylindrical nanopores with increasing pore diameter from top to bottom. As a result of their geometric characteristics and optical properties, INAAFs are envisaged for replicating novel nanostructures and developing optical and photonic devices.