In this study, multi-shelled manganese oxide hollow microspheres with controlled valence were successfully synthesized by varying the Mn-precursor and using an anion-adsorption process for hydrothermal intensification. Used as the supercapacitor electrode material, the multi-shelled MnO2 hollow microspheres achieved superior specific capacitance (1457 F g−1 at the discharge current density of 0.5 A g−1) and excellent cycling stability (91.2% retention of the initial capacitance after 4000 cycles), benefiting from the superiorities of these unique hierarchical structures such as increased active sites, shortened ion and electron transport lengths, better contact between the electrolyte and active materials, as well as better protection of interior shells by the exterior shell.