Compared to conventional film photocatalysts, fiber photocatalyst has a greater surface-to-volume ratio and a 3-D open structure that allows its surface active sites to be accessible for reactants more easily and effectively. However, TiO2 powder (Degussa P25), by itself, cannot be prepared in the form of fibers, but with the help of a polymer nanofiber, TiO2 particles can be immobilized in a fibrous network of polyelectrolyte. Here, hybrid multilayered hollow nanofibers (HMHNFs) composed of TiO2/polyelectrolyte (PE) have been prepared by a combination of a electrospinning method and layer-by-layer (LBL) technology. The results show that both the average diameter and the wall thickness of the HMHNFs can be well controlled by the template, as well as the number of coating layers. The dried morphology of the obtained HMHNFs is dependent on the inner deposited numbers of the polyelectrolyte layers. When compared with other nanostructured TiO2 materials, such as commercial TiO2 nanoparticles (P25, Degussa) and TiO2 films, the hollow TiO2/PE hybrid nanofibers exhibited higher photocatalytic activities.