The current syntheses of spheres-on-sphere (SOS) microsphere, which possesses both hollow cavity and hierarchical structure, mainly rely on complicated routes and template removal. In this study, a one pot nanoengineering strategy inspired by the automatic transport behavior of water in plants is successfully developed to fabricate SOS microsphere in tandem with a traditional soft template method in the preparation of hollow structure. Amphiphilic siloxane oligomers generated in situ from methyltriethoxylsilane (MTES) under acidic conditions are anchored on the surface of soft template St monomer droplets, sequentially completing hydrolysis-polycondensation and forming a mesoporous polysilsesquioxane (PSQ) shell. Then, the St monomers located in cavity migrate outward under the combined action of capillary force stemming from mesoporous and osmotic pressure generating from inside-outside of the PSQ shell and polymerize on the outside of the hollow PSQ shell, in which residual siloxane oligomers further anchor on the polystyrene (PS) surface to reduce the surface energy of the system, finally resulting in the successful formation of SOS particles. To reduce thermal insulation coefficient of the material, the PS phase in SOS particles is removed to obtain the particles with multiscale hollow structure (SOS-MH), which have more hollow cavities to encapsulate more air. The presence of a much hollow structure in SOS-MH particles enables the thermal conductivity of polyacrylonitrile (PAN)/SOS-MH composite fibrous membranes (0.0307 W m-1 K-1) to decrease by about 40% compared to that of pure PAN fibrous films (0.0520 W m-1 K-1) at the same thickness of 1 mm, and the material also has moisture resistance due to the existence of a hierarchical shell.