AbstractThe prevalence of mesoscale complexity in materials science underscores the significance of the compromise in competition principle, which gives rise to the emergence of mesoscience. This principle offers valuable insights into understanding the formation process, characteristics, and performance of complex material systems, ultimately guiding the future design of such intricate materials. Hollow multi‐shelled structures (HoMS) represent a groundbreaking multifunctional structural system that encompasses several spatial regimes. A plethora of mesoscale cases within HoMS present remarkable opportunities for exploring, understanding, and utilizing mesoscience, varying from the formation process of HoMS, to the mesoscale structural parameters, and finally the distinctive mass/energy transfer behaviors exhibited by HoMS. The compromise in competition between the diffusion and reaction contributes to the successful formation of multi‐shells of HoMS, allowing for precise regulation of the structural parameters by dynamically varying the interplay between two dominances. Moreover, the distinct roles played by the shells and cavities within HoMS significantly influence the energy/mass transfer processes with the unique temporal‐spatial resolution, providing guidance for customizing the application performance. Hopefully, the empirical and theoretical anatomy of HoMS following mesoscience would fuel new discoveries within this promising and complex multifunctional material system.