Multilevel porous architectures with microscopic shape control and tailor-made complex structures offer great potential for various innovative applications, but their elaborate design and synthesis have remained a scientific and technological challenge. Herein, we report a simple and effective tri-templating method, in which microscale Pickering droplets, nanoscale polystyrene colloids (PS), and molecular cetyltrimethylammonium chloride micelles are synchronously employed, for the fabrication of such micro-nanohierarchical mesoporous silica microspheres. In this protocol, Pickering droplet-directed interfacial sol-gel growth and its spatially confined surfactant assembly-directed sol-gel coating on PS suspensions are coupled together, enabling the successful formation of structured mesoporous silica that consists of numerous nanocompartments enclosed by a permeable shell. By varying the quantity of PS colloidal templates, rational regulation of the complex interior structure is achieved. Also, ascribed to the multilevel arrangement, this peculiar architecture not only shows desirable fast mass transport of external molecules but also possesses easy handling ability. After loading with tetraethylenepentamine or enzyme species, the yielded microspherical CO2 sorbents or immobilized biocatalysts, respectively, exhibit enhanced CO2 capture capacity and enzymatic catalysis efficiency. Notably, taking advantage of their microscopic characteristics, the immobilized biocatalysts could be ideally packed in a fixed-bed reactor for long-term continuous-flow enzymatic reactions. This tri-templating strategy provides a new synthetic route to access other multilevel microscopic materials with fascinating complex structures and paves a way to promote their practical applications.