Structural design and morphological control of semiconductors is considered to be one of the most effective ways to improve their photocatalytic degradation properties. In the present work, a hexagonal WO3·0.33H2O hierarchical microstructure (HWHMS) composed of nanorods was successfully prepared by the hydrothermal method. The morphology of the HWHMS was confirmed by field-emission scanning electron microscopy, and X-ray diffraction, Raman spectroscopy, and thermogravimetric analysis demonstrated that the synthesized product was orthorhombic WO3·0.33H2O. Owing to the unique hierarchical microstructure, the HWHMS showed larger Brunauer–Emmett–Teller (BET) surface and narrower bandgap (1.53 eV) than the isolated WO3·0.33H2O nanorods. Furthermore, the HWHMS showed enhanced photocatalytic activity for degradation of methylene blue under visible-light irradiation compared with the isolated nanorods, which can be ascribed to the narrower bandgap, larger BET specific surface area, and orthorhombic phase structure of the HWHMS. This work provides a potential protocol for construction of tungsten trioxide counterparts and materials similar to tungsten trioxide for application in gas sensors, photocatalysts, electrochromic devices, field-emission devices, and solar-energy devices.