Constructing a hollow structure inside zeolite is very helpful for improving its performance. Unlike the conventional alkaline etching technique usually operated at high temperature (typically 170 °C) and high pressure (autogenerated in autoclave), here, it is discovered that zeolite MFI nano‐box can be achieved under mild etching conditions of atmospheric pressure and low temperature of 80 °C, making it very attractive for energy conservation and practical applications. A hollow‐structure formation mechanism of protection‐dissolution etching is demonstrated by characterizing MFI crystals obtained under different etching time, temperature, and etchant concentration. The utilization of template agent‐free secondary growth leads to the successful fabrication of a continuous b‐oriented hierarchical MFI zeolite film with desired microstructure of embedded cavities and opened pores. The advantage of the newly constructed film is highlighted by its ultralow k value accompanied with high mechanical strength.