Hollow α-FeOOH urchin-like spheres were synthesized by a simple hydrothermal method at 160 °C for 12 h and their thermal conversion to hollow α-Fe2O3 urchin-like spheres was performed at 300 °C for 2 h in air. The results from X-ray diffraction and electron microscopy analyses reveal that hollow α-FeOOH urchin-like spheres were completely transformed to hollow α-Fe2O3 urchin-like spheres without a significant morphological change. Also, the effect of hydrothermal treatment temperature (170–200 °C for 12 h) on the phase structure and morphology of the final product was investigated. Pure α-FeOOH, the mixture of α-FeOOH and α-Fe2O3, and pure α-Fe2O3 with different morphologies were obtained at <180, 180–190 and 200 °C, respectively. The obtained materials can be used in the photodegradation of organic pollutants under visible light irradiation.