The use of mesoporous and hollow structures is a promising strategy to enhance gas‐sensing properties. The framework of perovskite oxides has the ability to accommodate different cations, which endows it with rich oxygen deficiencies for preferable gas adsorption. Herein, we outline the fabrication of perovskite Nd1–xCaxFeO3 (x = 0, 0.3) hollow core–shell microspheres by using carbonaceous microspheres as templates. The gas‐sensing properties of Nd0.7Ca0.3FeO3 core–shell microspheres were systematically investigated. The response to 500 ppm ethanol was 17 at 140 °C, which is much higher than the response of Nd0.7Ca0.3FeO3 nanoparticles. Also, rapid response and recovery characteristics were achieved. Furthermore, after 50 cyclic tests and 10 testing days, the gas response of the Nd0.7Ca0.3FeO3 hollow core–shell microspheres to 500 ppm ethanol at 140 °C was nearly constant. The long‐term stability, good sensitivity, and rapid response and recovery times demonstrate the potential application of these hollow core–shell microspheres as a sensing material.