Metal–organic frameworks (MOFs) have attracted considerable attention for their important applications. Recently, significant efforts have been devoted to constructing hollow MOF structures and integrating MOFs with other functional materials to further enhance the inherent performance and endow them with new functions. However, it still remains a big challenge to synthesize well-defined MOF composites and MOF hollow structures, especially those with structural and compositional complexity. In this work, we demonstrate a chemical transformation method to synthesize unique MOF composites, as well as hollow and complex hollow MOF structures. This method could intelligently overcome the difficulty that is caused by the possible lattice mismatch between MOFs and other functional materials. Impressively, a series of unique MOF@MOF core–shell structures, MOF composites, MOF hollow and complex hollow structures are successfully synthesized. Moreover, porous mixed metal oxide hollow and complex structures are obtained by annealing the corresponding MOF hollow and complex hollow structures in air. We anticipate that these unique MOF composites, hollow structures and the derived porous mixed metal oxide hollow structures could find promising applications in many other fields. As an example, NiFe oxide cube-in-box complex hollow nanostructures are evaluated as anode materials for lithium-ion batteries (LIBs), which exhibit enhanced electrochemical performance compared to the simple nanobox counterparts.