As a next level of nanofabrication of inorganic materials, free-standing asymmetric nanostructures with an interior space are highly desirable for new applications. In this work, we demonstrate a wet synthesis scheme for bullet-head-like nanostructures of wurtzite zinc oxide (ZnO). The synthesized asymmetric nanostructures are single crystalline, and each has an interior space. In addition to the exterior geometric anisotropy, it is found that the interior space is located at the upper part of the ZnO nanostructures; a new type of structural anisotropy has thus been revealed. On the basis of the present findings, in principle, this synthetic architecture should be applicable to other II-VI compound semiconductors through stabilizing two or more sets of crystallographic planes in solution media. The possibility of dimerization and higher ordered coupling/growth of the ZnO nanostructures has also been addressed.