Because polypropylene (PP) foam normally exhibits nonuniform cell size and cracked cellular structure, a narrow cell-size distribution and a well-defined morphology are always the focus of PP foaming technology. In this work, hollow molecular-sieve (MS) particles were applied as a potential nucleating agent in supercritical carbon dioxide (scCO) foaming of PP. It was observed that the addition of MS particles largely narrowed the cell-size distribution. The resultant PP/MS foams exhibited significant concurrent enhancement in their cell density and mechanical properties: the cell density increased remarkably, by approximately 10 times, and the tensile strength increased from 6.1 MPa to 12.6 MPa. The hollow-structure MS particles resulted in a higher heterogeneous nucleation efficiency in the PP foaming process. We believe that the trapping of CO in the hollow holes of MS particles largely increased the solubility CO in PP and a number of gas cavities were formed. The existence of gas cavities reduced the energy barrier of heterogeneous nucleation, favoring the formation of a well-defined cellular structure. Additionally, the regular-hexagon shape of the cells might endow the PP foam with better mechanical properties compared with a circular cell shape.