Sample pretreatment technology plays a vital role in the analysis of complex samples and is key to the entire analytical process. Its main purpose is to separate the substance to be measured from the sample matrix or interfering substances in the sample and to achieve a state in which the instrument can be analyzed and detected. Traditional sample pretreatment techniques include liquid-liquid extraction, liquid-solid extraction, precipitation separation, solvent volatilization-rotary evaporation, filtration, and centrifugation. However, the applications of these methods are limited by their low extraction efficiency, complicated operation, long time consumption, unstable recovery, use of large amounts of organic solvents, and large error rates. Several new sample pretreatment techniques, including solid-phase extraction, magnetic solid-phase extraction, solid-phase microextraction, and dispersive solid-phase extraction, have been developed and rapidly applied to various fields to overcome the shortcomings of traditional sample pretreatment methods. However, the development of adsorbent materials with high selectivity and enrichment capability remains a challenge in sample pretreatment technology, in which adsorbents with excellent adsorption performance are crucial. In recent years, various nanomaterials with remarkable properties have been introduced and applied to sample pretreatment, and numerous nano-extraction materials with diverse functions and high selectivity and enrichment capability have been developed. Hollow nanomaterials are nanoparticles with large voids in their solid shells. Owing to their advantageous properties, which include a large effective surface area, abundant internal space, low density, variety of preparation methods, structural and functional tailorability, short mass transmission path, and high carrying capacity, hollow nanomaterials show great application potential in sample pretreatment. The extraction mechanism of these materials is based on the synergistic effects of stacking, electrostatic, hydrogen-bonding, and hydrophobic interactions to achieve the efficient separation and enrichment of the target analytes. Given their noteworthy physicochemical properties, hollow nanomaterials have gained wide attention in various research fields and are considered a research frontier in the field of materials science. Changing the structure or surface properties of the core and shell can lead to various hollow nanomaterials with unique properties. Such changes can create synergy between the physicochemical properties and structural function of the original core-shell material, leading to novel materials with superior performance compared with the starting materials and broad application prospects in sample pretreatment. Nevertheless, only a few hollow nanomaterials with diverse structures and functions are currently used for sample pretreatment, and their adsorption capacity for target analytes is often unsatisfactory. Consequently, enhancing the adsorption selectivity of these materials toward various analytes is the most important step in sample pretreatment. First, hollow nanomaterials with a large specific surface area and suitable pore size can be designed to achieve the specific adsorption of target analytes of varying sizes. The combination of hollow nanomaterials with other materials presenting desirable adsorption properties could also lead to synergistic effects and enhance the performance of composite hollow nanomaterials. In addition, more green methods to prepare hollow nanomaterials with outstanding selectivity can be explored to achieve the superior adsorption of a specific target analyte. Efforts to synthesize hollow nanomaterials have been met with great success, but the available synthesis methods still suffer from complicated steps, high costs, relatively harsh conditions, and the use of highly toxic substances. This paper summarizes the main types of hollow nanomaterials, their synthesis methods, and research progress on sample pretreatment technologies (solid-phase extraction, solid-phase microextraction, magnetic solid-phase extraction, and dispersive solid-phase extraction) and describes the challenges encountered in the synthesis of hollow nanomaterials. The applications and developments of hollow nanomaterials in sample pretreatment are also discussed.