Well-defined SiO2/TiO2 double-shell hollow particles (STDSHPs) were successfully fabricated by a sol–gel method with avoiding the particle aggregations and the generation of freestanding TiO2 particles. Comparing with the conventional solid TiO2 particles, STDSHPs showed a novel hollow structure, a much smaller TiO2 grain size (9nm), and a larger specific surface area (113m2/g). In the UV–vis spectrum characterizations, STDSHPs showed significant light harvesting capability in both UV- and visible-light range. STDSHPs also showed stronger per-weight UV absorbance capability than solid TiO2 particles and commercial TiO2 photocatalyst P25, which could be attributed to their novel hollow structure—and thus the absence of light-inaccessible TiO2 particles. Moreover, we analyzed the narrowed band-gap of STDSHPs by the Brus’ effective-mass model (EMM).