Multilayer anodic TiO₂ nanotubes are first fabricated in HBF₄-containing electrolyte by a one-step galvanostatic anodization. These nanotubes demonstrate unique A-shaped sidewalls, which are different from the traditional V-shaped nanotubes formed in NH₄F-containing electrolyte. Further, the formation mechanism of the multilayer TiO₂ nanotubes is proposed. During the anodizing process, the total anodizing current could be separated into ionic current and electronic current. The oxygen bubbles, induced by the electronic current, play a significant role in shaping the nanotube architectures. The bottoms of TiO₂ nanotubes could be broadened under the pressure of oxygen bubbles. Thus the wall at the bottom of the nanotube becomes thinner. When the pressure of oxygen bubbles reaches a certain value, it will break the sidewalls of the nanotubes, resulting in the formation of the A-shaped sidewalls of TiO₂ nanotubes. However, in NH₄F-containing electrolyte, the oxygen bubbles escape from the top of nanotubes, and then the V-shaped sidewall thickness profiles of TiO₂ nanotubes are formed. Owing to the inflating effect of oxygen bubbles on the nanotube walls, the whole TiO₂ nanotube layer is finally divided into nanotube multilayers in HBF₄-containing electrolyte.