One-step preparation of nanoparticles-assembled hollow Fe3O4/C microsphere composites was achieved by an energy-efficient and continuous ultrasonic spray pyrolysis process. Systemically characterizations by scanning and transmission electron microscopy, X-ray diffraction, and Raman spectroscopy suggest that the physical and structure properties are highly dependent on the pyrolytic temperature; the outer surface of the hollow Fe3O4/C products are actually built by mesoporous carbon nanosheets overlaying Fe3O4 nanoparticles. Attributing to the synergistic effect of connected carbon layers and moderate hollow microsphere configuration with mesoporous nature, the optimal Fe3O4/C composites obtained at 800 degrees C deliver an initial specific discharge and charge capacity of 1236.0 and 1034.0 mAh g(-1) with an initial coulombic efficiency of 83.65% at 0.1 A g(-1), and the specific capacity can recover to above 1030 mAh g(-1) after suffering 100 cycles when the current density was reduced from 4 to 0.1 A g(-1). The present report may open up a promising opportunity to push forward application for next generation Li-ion batteries.