There remains a pressing challenge in the fabrication of superior photocatalysts for light-driven water oxidation. Here, we designed and fabricated heterostructured TiO₂/Fe₂TiO₅ hollow microspheres with single-, double-, closed-double-, triple-, and core-shell structures and different Fe/Ti molar ratios using a facile sequential templating approach. The closed-double-shelled TiO₂/Fe₂TiO₅ hollow microspheres with 35% Fe exhibited the highest oxygen evolution reaction rate up to 375 μmol·g^-1·h^-1 and good stability for 5 h. The high performance can be attributed to the closed-double shell, which had more reactive sites and greater light-harvesting ability, self-supported thin shells with short charge-transfer paths, and a favorable staggered band alignment between the TiO₂ and Fe₂TiO₅.