Regularity and singularity of the solutions according to the shape of domains is a challenging research theme in the Boltzmann theory. In this paper, we prove an Hölder regularity in for the Boltzmann equation of the hard‐sphere molecule, which undergoes the elastic reflection in the intermolecular collision and the contact with the boundary of a convex obstacle. In particular, this Hölder regularity result is a stark contrast to the case of other physical boundary conditions (such as the diffuse reflection boundary condition and in‐flow boundary condition), for which the solutions of the Boltzmann equation develop discontinuity in a codimension 1 subset (Kim [Comm. Math. Phys. 308 (2011)]), and therefore the best possible regularity is BV, which has been proved by Guo et al. [Arch. Rational Mech. Anal. 220 (2016)].