Although template etching method is one of the most common ways of preparation of hollow gold nanostructures, this approach still requires further improvements to avoid the collapse of gold shells after the cores were removed. In this work, an improved template etching method, with which hollow gold nanostructure is fabricated by etching Polystyrene (PS) cores from PS@Au core-shell nanospheres with solvent thermal treatment in N,N-Dimethylformamide (DMF), is demonstrated. When PS cores were removed by a thermal treatment process, gold nanoshells reconstruct and the collapse of the nanoshells is avoided. Gold nanocages and hollow gold nanospheres are easily obtained from the various structures of PS@Au core-shell nanospheres. These hollow nanostructures represent special near infrared (NIR) optical property and photothermal property. Compared with hollow gold nanospheres, the gold nanocages show higher temperature increase at the same particle concentration.