Intricate hollow structures garner tremendous interest due to their aesthetic beauty, unique structural features, fascinating physicochemical properties, and widespread applications. Here, the recent advances in the controlled synthesis are discussed, as well as applications of intricate hollow structures with regard to energy storage and conversion. The synthetic strategies toward complex multishelled hollow structures are classified into six categories, including well-established hard- and soft-templating methods, as well as newly emerging approaches based on selective etching of "soft@hard" particles, Ostwald ripening, ion exchange, and thermally induced mass relocation. Strategies for constructing structures beyond multishelled hollow structures, such as bubble-within-bubble, tube-in-tube, and wire-in-tube structures, are also covered. Niche applications of intricate hollow structures in lithium-ion batteries, Li-S batteries, supercapacitors, Li-O batteries, dye-sensitized solar cells, photocatalysis, and fuel cells are discussed in detail. Some perspectives on the future research and development of intricate hollow structures are also provided.