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Core/shell microspheres of polymethylmethacrylate coated with Al₂O₃ or a mixture of Al₂O₃ and SiO₂ nanoparticles have been successfully prepared by a mechanofusion system. The microspheres were then subjected to removal of PMMA by firing in air, followed by sintering at 1600°C for 3 h. The shell structure was destroyed after the sintering when the shell layer consisted of only Al₂O₃. The addition of SiO₂ was found to be effective for maintaining the original shell structure, while the shell size expanded slightly and a hole was formed in each hollow microsphere during the removal process of PMMA.