Hollow α-Fe2O3 hexagonal nanocolumn particles (HHCPs) with exposed (101[combining macron]0) and (112[combining macron]5) facets have been synthesized through a hydrothermal method in the absence of templates. The time-dependent experimental results demonstrate that the formation of HHCPs includes four main steps: (1) formation of nanowire precursors, (2) aggregation and conversion to Fe1.833(OH)0.5O2 solid ellipsoid particles (SEPs), (3) dehydration to form hollow ellipsoid particles (HEPs), and (4) recrystallization to HHCPs. Due to their advantages of the hollow structure and the exposed special external and internal surface on the pore structure, the HHCPs exhibit higher gas sensing ability than that of calcined SEPs (CSEPs) and HEPs.