The construction of three-dimensional hierarchical materials from nano building blocks has received tremendous attention because of the intriguing architecture and promising application potential of these materials. However, the use of traditional assembly methods to construct hierarchical nanostructures with complicated 3D shapes across multiple length scales remains challenging. Herein, we developed a new strategy to fabricate hierarchical nanostructures by borrowing the concept of pseudomorphic replacement from mineralogy; this concept refers to a specific conversion between minerals with the preservation of the pristine shape through an interface-coupled dissolution–precipitation mechanism. By employing pseudomorphic replacement to the transformation between metal–organic frameworks (MOFs), a series of hierarchical MOF materials with similar nanostructures but various shapes and dimensions were successfully fabricated. The experiments verified that these transformations not only preserve the shape of the pristine MOF crystals but also proceed via an interface-coupled dissolution–recrystallization process. To our knowledge, our investigation is the first explicit demonstration of pseudomorphic replacement in the transformation between MOFs, offering a new route to hierarchical materials with enhanced control ability and extended control scope.