The mesoporous multi-shelled hollow structures are promising for trapping of non-degradable heavy metal ions in wastewater but difficult to synthesize. We successfully demonstrated a simple strategy for the construction of mesopore windows on double-shelled α-Fe2O3 hollow spheres. A step-by-step proof of concept synthesis mechanism has been revealed by using mainly electron microscopy and thermogravimetric analysis. We proved that mesopore windows are indispensable to realize the complete surface coverage of phosphonate ligands on α-Fe2O3 double-shelled hollow spheres. The phosphonic groups inherently coordinated with Ni(II) and Cu(II) ions and formed complexes of high stability. Importantly, owing to the structural merits, the phosphorylated double-shelled hollow spheres selectively removes Ni(II) and Cu(II) at wider sample pH range with a high capacity of 380 mg g−1 and 410 mg g−1, respectively. In addition, no significant decrease in the removal efficiency was observed under high salt matrix. For electroplating industry wastewater, the novel structure performs simultaneous Ni(II) and Cu(II) removal, thus producing effluent of stable quality that meets local discharge regulations.