This paper presents a hierarchical yolk-shell-structured microsphere comprising a hierarchical carbon nanotube (CNT)-(NiCo) O/C yolk and an embossed hollow thin shell (hereafter denoted as CNT-(NiCo) O/C microsphere) prepared by a one-pot spray pyrolysis process for potential use as an anode in lithium-ion batteries. During spray pyrolysis, the hierarchical CNT-(NiCo) O/C yolk, whose frame is linked with CNTs, is formed by mutual binding of the CNTs and size-controlled polystyrene (PS) nanobeads and subsequent selective decomposition of these nanobeads. Further, phase separation of melted poly(vinylpyrrolidone) facilitates the formation of the hollow shell. The discharge capacity of the CNT-(NiCo) O/C microspheres after 1000 cycles at an extremely high current density of 5.0 A g(-1) is 598 mA h g(-1). The CNT-(NiCo) O/C microspheres show reversible discharge capacities of 886, 709, 509, and 294 mA h g(-1) at current densities of 0.5, 5, 20, and 50 A g(-1), respectively. The unique nanostructure of the CNT-(NiCo) O/C microspheres with high electrical conductivity promotes the transfer kinetics of electrons and Li+ ions, which consequently leads to their improved electrochemical performances.