Metal nanoparticles embedded in hollow materials are important due to their wide applications in catalysis. In this work, we disclosed a nontraditional synthetic pathway to prepare silica hollow nanospheres by hydrothermal treatment in the presence of compressed CO2. Especially, the silica hollow nanospheres with an outer diameter of about 16 nm and an inner pore size of 7 nm were obtained using 1.0 MPa CO2. The formation mechanism of silica hollow nanospheres induced by CO2 was investigated by high-pressured UV/Vis spectroscopy. Moreover, gold nanoparticles (2.5 nm) embedded in the silica hollow nanospheres were prepared by a one-pot synthesis using HAuCl4 as a precursor. The current synthetic route of nano-catalysts was simple and facile, in which no etching agent was needed in the process of the hollow material preparation. Besides, this nano-catalyst showed an excellent catalytic performance in epoxidation of styrene with high conversion (82.2%) and selectivity (90.2%) toward styrene oxide, as well as in the selective oxidation of ethylbenzene with good conversion (26.6%) and selectivity (87.8%) toward acetophenone. Moreover, the Au nanoparticles (AuNPs) embedded in silica hollow nanospheres exhibited an excellent recyclability in both the oxidation reactions.