The invention relates to titanium dioxide with a hollow polyhedral structure and a preparation method thereof, a hollow polyhedron is formed by self-assembly of disk-like titanium dioxide with nanostructures, and the hollow polyhedron is the mixed phase of anatase, rutile and brookite. The preparation steps are as follows: mixing hydrofluoric acid and nitric acid with deionized water, and preparing acid pickling solution; simultaneously adding melamine, nitric acid and sodium fluoride or ammonium fluoride into hydrogen peroxide solution and obtaining reaction solution; and using the acid pickling solution for carrying out acid pickling on the surface of a metal titanium plate, immersing in the reaction solution, carrying out reaction for 6-72h at the temperature of 60-90 DEG C, simultaneously obtaining the titanium dioxide with the hollow polyhedral structure on the surface of the titanium plate after the reaction and in the reaction solution and carrying out thermal treatment for 1-2h at the temperature of 350-550 DEG C. The hollow polyhedral structure can be kept intact without collapse, and the titanium dioxide with the hollow polyhedron has novel structure, simple preparation and large specific surface area, thereby having important applications in the fields of photocatalysis, light structural materials, thermal insulation, sound insulation, electrical insulation materials, catalyst carriers and the like.