Nanoscale ZnO hollow spheres are prepared via a microemulsion approach. The as-prepared hollow spheres exhibit an outer diameter of 7 nm, a wall thickness of about 2 nm and an inner cavity of 3 nm. The presence of ZnO hollow spheres and their inner cavities is evidenced by electron microscopy (i.e., SEM, STEM, HRTEM). In addition, small-angle X-ray scattering (SAXS) is involved for the first time to reliably prove the shape and structure of the hollow spheres. Moreover, the size and composition of the as-prepared ZnO hollow spheres are characterized by DLS, XRD, FT-IR, UV-Vis and fluorescence spectroscopy. Thiourea (TU) is introduced as a case study to investigate encapsulation/release of molecules in/from nanoscale hollow spheres. Encapsulation of TU is instantaneously performed with the microemulsion-based synthesis and confirmed by FT-IR spectra. Controlled release is possible via addition of acid as well as by ultrasonic treatment (320 W, 35 kHz, 30 min) and validated by characteristic reaction of TU with Bi3+, Cd2+ and Cu2+ to form deeply colored Bi[TU]Cl3, CuS and CdS.