A sol–gel method was used to prepare Fe/CeO2 hollow sphere nanocomposites. For comparison, a direct calcination of cerium nitrate was used to prepare CeO2 nanoparticles and Fe/CeO2 nanoparticles. The photocatalytic reduction of Hg was used to study the photocatalytic performance of the prepared nanocomposite photocatalysts using visible-light irradiation. The BET surface areas of the CeO2 nanoparticles and CeO2 hollow spheres were 76 and 160m2/g, respectively. The BET surface area of the hollow sphere CeO2 and CeO2 nanoparticles decreased to 145 and 57m2/g, respectively, by adding iron nanometal. The TEM results revealed that the shapes of the CeO2 nanoparticle and hollow sphere materials are spherical nanoparticles and uniform nanospheres, respectively. The Fe/CeO2 nanoparticles and Fe/CeO2 hollow spheres are spherical nanoparticles and core–shell, respectively. The photocatalytic performance by the Fe/CeO2 hollow spheres was 50, 3.9, and 1.4 times more efficient than that observed from the CeO2 nanoparticles, Fe/CeO2 nanoparticles, and CeO2 hollow spheres, respectively.