Double-walled oxide nanotube structures are interesting for a wide range of applications, from photocatalysis to drug delivery. In this work, a progressive oxidation method to fabricate double-walled nanotube structures is reported in detail. The approach is based on the electrodeposition of metallic iron nanowires, in porous alumina templates, followed by a selective chemical etching, nanoscale Kirkendall effect, a fast oxidation and out-diffusion of the metallic core structure during thermal annealing. To validate the formation mechanism of such core-shell structure, chemical composition and atomic structure were assessed. The resulting hematite nanotubes have a high degree of uniformity, along several microns, and a nanoscopic double-walled structure.