Visualization of the depletion layer is a significant a guideline for the material design of gas sensors. We attempted to measure the potential barrier at the interface of core–shell microspheres composed of p-MgO/n-MgFe2O4/Fe2O3 from the inside out by means of Kelvin probe force microscopy (KPFM) as a first step to visualizing enlargement of the depletion layer. As determined by high-angle annular dark-field scanning transmission electron microscopy, ca. 70% of the microspheres were hollow with a wall thickness of ca. 200 nm. Elemental mapping revealed that the hollow particles were composed of ca. 20 nm of MgO, ca. 80 nm of MgFe2O4, and ca. 100 nm of Fe2O3. A difference of 0.2 V at the p-MgO/n-MgFe2O4 interface was clarified by KPFM measurements of the hollow particles, suggesting that this difference depends on the formation of a p–n junction. The potential barrier enlarged by the formation of a p–n junction was considered to increase the resistance in air (Ra), since the Ra of the core–shell hollow microspheres was higher than that of MgO, Fe2O3, MgO–Fe2O3, and MgO/MgFe2O4/Fe2O3 particles with irregular shapes. Measurement of the potential barrier height by KPFM is a promising potential approach to tuning the gas sensitivity of oxide semiconductors.