Noncovalently connected micelles (NCCM) with carboxyl-ended polybutadiene (CPB) as the core and poly(vinyl alcohol) (PVA) as the shell were formed in aqueous solutions, driven by hydrogen bonding between the component polymers. Shell cross-linked micelles and hollow spheres were obtained successively on the basis of NCCM: The shell structure was locked in by the cross-linking reaction of PVA with glutaraldehyde. Cavitation of the cross-linked micelles was realized by switching the aqueous medium to the THF-rich mixture. The cavitation process was monitored by dynamic light scattering, which indicated a substantial mass decrease and size expansion. The resultant hollow spheres are stable in aqueous solutions, and their shell thickness could be adjusted by changing the core/shell ratio of the micelle precursors. SEM observations proved that the mechanical stability of the hollow spheres depended on both the cross-linking degree and the thickness of the shell.