This paper studied the complex self-assembly of hyperbranched polyamidoamine (h-PAMAM) and linear polyaryalic acid (I-PAA) by the facile mixing of their aqueous solutions. The complex self-assembly behavior and mechanism were investigated by the optical microscopy, UV-vis spectrometer, TEM, and zeta potential measurements. Interestingly, various self-assembled aggregates from micelles to microscaled vesicles were obtained by adjusting the solution pH. Moreover, the hollow structure of the vesicles was successfully stabilized by using glutaric dialdehyde (GDA) to cross-link the PAMAM layer. As expected, the resulting hollow spheres were able to capture different noble metal ions from their aqueous solution and reduce them into nanoparticles in situ, hence forming the hybrid hollow spheres. Such hybrid hollow spheres might have potential application in catalytic fields.