Hollow carbon spheres (HCSs) with controllable morphology and structure have received considerable attention in the field of energy conversion and storage. Herein, monodispersed HCSs with cavity sizes tuned from 100 nm to 800 nm and shell thickness from 450 nm to 50 nm were successfully synthesized through a unique template-free thermal-etching method. It was evidenced that the dynamically controllable synthesis of HCSs was attributed to the “inside-out” oriented thermal oxidation etching of carbon spheres (CSs) induced by the differentiated “core-shell” chemical structures. Comparing to CSs, the obtained HCSs exhibited much increased efficiency for solar-driven interfacial steam generation (SISG), reaching as high as 88.9%, which outperforms most of the previously reported carbon-based materials. It was then demonstrated that the rational heat management for both photothermal and thermal-evaporation conversion is essential to achieve satisfying SISG efficiency. Depending on the increasing cavity sizes, HCSs presented gradual increases in both photothermal conversion and thermal-evaporation performances, mainly attributed to the improved light absorption and the delicate heat management, respectively. However, the further increase in cavity size resulted in excessive heat loss and presented decreased thermal-evaporation performance. This work provides an alternative and promising approach to the reasonable design of hollow nanostructures with delicate heat management for efficient SISG as well as other solar energy conversion applications.