The formation of hollow nanoparticles of alumina was detected when nanostructured carbon-aluminum material, synthesized by composite electrode sputtering in an electric arc, was annealed in oxygen. The synthesized material was characterized by the methods of transmission electron microscopy, thermogravimetry, and roentgen-phase analysis. It is shown that the alumina is the γ-phase; the typical size of particles is 6 -12 nm and they have a wall thickness of 2 -3 nm. The mechanism of formation of the hollow nanoparticles of alumina is suggested.