Recently, coordination polymers (CPs) with nanoscale porosity and unique property have demonstrated great potential in many applications. Encouraged by significant progress in the controlled synthesis of nanomaterials, such as metals and semiconductors, the morphologically controlled synthesis of CPs has been considered a potential way to further enhance the inherent properties and develop new functions. In particular, hollow-based CPs are promising nanoarchitectures that can bring several properties derived from crystalline thin shells and interior cavities. Here we demonstrate an exquisite construction method to synthesize CPs with multiple hollow-based nanoarchitectures. Through step-by-step CP crystal growth and subsequent etching processes, various types of CPs with shell-in-shell, yolk-shell, and yolk-double-shell hollow structures can be synthesized for the first time. This type of nanoarchitecture is powerful for the exploration of alternative properties of CPs. The resultant hollow-based nanoarchitectures significantly increase gas adsorption and bring out interesting magnetic properties.