Flexible hollow CeO₂/Al₂O₃ fibers were successfully prepared, for the first time, by a coaxial electro-blowing spinning technique. The diameter of these fibers could be controlled by adjusting spinning parameters. Upon sintering the as-spun fibers at 600 °C, flexible hollow CeO₂/Al₂O₃ fibers were obtained with continuous morphologies. Their microstructure was characterized by scanning electron microscopy (SEM), X-ray photoelectron spectra (XPS), X-ray diffraction (XRD) and specific surface area (BET). A dye removal experiment was evaluated from the adsorption efficiency of Methyl Orange (MO) in aqueous solution. They exhibited strong adsorption capacity for MO molecules in dark conditions and were easily separated by simple filtration, thus showing promise for application in wastewater treatment and environmental purification.