Herein, we propose an innovative method for synthesizing luminescent hollow spherical nanoparticles. Our method involves the construction of hydrogen bonding connected micelles (HBCMs) utilizing inter-polymer complexes of poly(styrene-alt-hydroxyphenylmaleimide)/poly(4-vinylpyridine) (poly(S-alt-HPMI)/P4VP), which could undergo self-assembly, resulting in the formation of core/shell nanostructures in the selective solvent. The aim was to incorporate two types of fluorescent compounds, namely tris(4–bromophenyl)amine (TPA–Br3) and 1,1,2,2–tetrakis(4–bromophenyl)ethene (TPE–Br4), as the cross-linkers to enhance the shell structures of HBCMs and using dimethylformamide (DMF) was employed to remove the core structures, aiming to pursue the formation of luminescent hollow spheres. Transmission electron microscopy (TEM) images confirmed the formation of self-assembled spherical structures formed by poly(S-alt-HPMI)/P4VP inter-polymer complexes. The morphological features, hydrogen bonding interactions, particle sizes, cross-linking reactions, core removal, and thermal properties were thoroughly investigated by TEM, atomic force microscope (AFM), dynamic light scattering (DLS) instrument, Fourier transform infrared (FTIR) spectroscopy, 1H nuclear magnetic resonance (NMR) spectroscopy, thermogravimetric analysis (TGA), and differential scanning calorimetry (DSC) analyses. Moreover, the optical properties were also explored by fluorescence microscope and photoluminescence (PL). This evidence indicates that the HBCMs could be directly cross-linked with TPA–Br3 or TPE–Br4 and subsequently transformed into hollow spheres by the addition of DMF. Fluorescent particles featuring hollow spheres could be prepared successfully without traditional dye staining or labeling. This advancement holds promising potential for applications in nano-carriers with improved imaging contrast.