Yolk-shell structured transition metal compounds have intrinsic structural advantages as anode materials and have been synthesized in a highly crystalline form. Thus, development of a synthesis process for a yolk-shell structure with an amorphous state, that displays high structural stability and fast ionic diffusion, is a notable research subject, with wide applications in fields such as energy storage. Herein, a novel approach for synthesizing amorphous materials with a yolk-shell structure using several facile phase transformation processes is presented. Crystalline iron oxide microspheres with a yolk-shell structure were formed by oxidation of the spray-dried product at 400 °C. Using the pitch/tetrahydrofuran solution infiltration method, pitch-infiltrated iron oxide was selenized at 350 °C to form a crystalline iron selenide-C composite. The following partial oxidation process at 375 °C produced a yolk-shell structured amorphous iron oxide-selenite composite. The amorphous characteristics, the yolk-shell structure, and the formation of a heterostructured interface from iron selenite during the initial cycle contributed to high electrochemical kinetic properties and excellent cycling performance of the iron oxide-selenite composite. The amorphous iron oxide-iron selenite yolk-shell microspheres exhibited enhanced reversible capacities, cycling stability, and remarkable electrochemical kinetic properties when compared to crystalline iron oxide.