Metal nanoparticles embedded in hollow materials are important due to their wide applications in catalysis. In this work, we disclosed a nontraditional synthetic pathway to prepare silica hollow nanospheres by hydrothermal treatment in the presence of compressed CO₂. Especially, the silica hollow nanospheres with an outer diameter of about 16 nm and an inner pore size of 7 nm were obtained using 1.0 MPa CO₂. The formation mechanism of silica hollow nanospheres induced by CO₂ was investigated by high-pressured UV/Vis spectroscopy. Moreover, gold nanoparticles (2.5 nm) embedded in the silica hollow nanospheres were prepared by a one-pot synthesis using HAuCl₄ as a precursor. The current synthetic route of nano-catalysts was simple and facile, in which no etching agent was needed in the process of the hollow material preparation. Besides, this nano-catalyst showed an excellent catalytic performance in epoxidation of styrene with high conversion (82.2%) and selectivity (90.2%) toward styrene oxide, as well as in the selective oxidation of ethylbenzene with good conversion (26.6%) and selectivity (87.8%) toward acetophenone. Moreover, the Au nanoparticles (AuNPs) embedded in silica hollow nanospheres exhibited an excellent recyclability in both the oxidation reactions.