In this work, SiO2/ZnO composite hollow sub-micron fibers were fabricated by a facile single capillary electrospinning technique followed by calcination, using tetraethyl orthosilicate (TEOS), polyvinylpyrrolidone (PVP) and ZnO nanoparticles as raw materials. The characterization results of the scanning electron microscopy (SEM), transmission electron microscopy (TEM), X-ray diffraction (XRD) and Fourier transform infrared spectroscopy (FT-IR) spectra indicated that the as-prepared composite hollow fibers consisted of amorphous SiO2 and hexagonal wurtzite ZnO. The products revealed uniform tubular structure with outer diameters of 400–500 nm and wall thickness of 50–60 nm. The gases generated and the directional escaped mechanism was proposed to illustrate the formation of SiO2/ZnO composite hollow sub-micron fibers. Furthermore, a broad blue emission band was observed in the photoluminescence (PL) of SiO2/ZnO composite hollow sub-micron fibers, exhibiting great potential applications as blue light-emitting candidate materials.