Hollow silica microspheres with orderly protrusions on their outer and inner surfaces were fabricated in three simple steps: (1) suspension polymerization of a polymerizable monomer containing silica nanoparticles to obtain polymeric microspheres with a layered shell of silica particles; (2) sol-gel reaction of tetraethoxysilane (TEOS) on the surface of the microspheres to connect the silica nanoparticles; (3) removal of polymer core by calcination. The shell composed of silica-connected silica nanoparticles remained spherical even after calcination, and the characteristic surface morphology with protrusions were obtained on both inner and outer surfaces. Measurements of the mechanical strength revealed that the compression modulus of the hollow microspheres increased with increasing thickness of the silica layer, which could be controlled by changing the concentration of TEOS in the sol-gel reaction. Rapid heating of the hollow silica microspheres with the thin silica-connected layer led to silica shell cracking, and the cracks were mostly observed in the connecting layer between the silica nanoparticles. The stress was probably concentrated in the connecting layer because of its lower thickness than the nanoparticles. Such characteristic of the hollow microspheres is useful for a capsule with capability for heat-induced controlled cracking caused by internal pressure changes.