Hollow spheres of zinc ferrite were prepared via a surfactant‐assisted hydrothermal approach. The morphology and composition of the final products were characterized by X‐ray diffraction, transmission electron microscopy, and field emission scanning electron microscopy. It was observed from the microscope images that the final products were composed of spherical nanostructures about 70–100 nm in diameter. Anti‐ferromagnetic transition at the temperature of about 18.06 K was observed from the temperature–magnetic susceptibility curve of the ZnFe2O4 hollow spheres. Possible formation mechanism of the hollow sphere has been discussed. This work may provide us a new synthesis route for the preparation and fabrication of other ferrite nanostructures.