Hollow boron nitride nano-polyhedrons have been successfully prepared by annealing of boron nitride nanoparticles in a nitrogen atmosphere at 1800 °C without a catalyst. In our two-step process, we demonstrated that these boron nitride nanoparticles prepared by spray-pyrolysis of borazine are key precursors to grow these architectures. The samples were carefully analyzed using electron microscopies and Energy-Dispersive X-ray spectroscopy analysis. Based on such characterization tools, the growth mechanism of these architectures has been discussed and detailed. It is noteworthy that these nanostructures are generated via a solid-state transformation in relatively high yields without a metal catalyst and might open new opportunities in exploring chemical and physical properties.