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Hierarchical self-assembled hollow spheres (HS) of tungsten oxide nanosheets have been synthesized via a template-free hydrothermal method. Morphology evolution of the products is determined by the amount of H2C2O4 (oxalic acid) which serves as chelating agent. Structural features of the products were characterized by X-ray diffraction (XRD), and morphology was investigated by scanning electron microscopy (SEM) and transmission electron microscopy (TEM). In addition, the porous structure was analyzed using the Brunauer-Emmett-Teller (BET) approach. The synthesis mechanism of the products with self-assembled hierarchical structures was proposed. The NO2 gas sensing properties of self-assembled hierarchical WO3 HS materials were investigated, the gas sensing properties of WO3 synthesized by a variety of formulations were compared, and the possible gas sensing mechanism was discussed. The obvious enhancement of the gas sensing properties was ascribed to the structure of the hierarchical HS.