As the cathode material of Na-ion batteries based on conversion reaction, the iron-based fluorides have attracted ever-increasing attentions. Nevertheless, its poor electronic conductivity and side reactions usually lead to sluggish reaction kinetics and rapid capacity decay during cycling process, and thus limiting its practical application. Herein, a hollow porous FeF3·0.33H2O microsphere is successfully prepared via a solvothermal route and further modified with AlPO4. The results show that appropriate modification treatment can satisfactorily decrease charge-transfer resistance and enhance sodium diffusion rate. Compared with the pristine FeF3·0.33H2O, 4 wt.% AlPO4-coated sample shows a noticeable initial discharge capacity of 290 mAh g−1 in the range of 1.2–4.0 V, outstanding cycling stability (211 mAh g−1 after 80 cycles) and excellent rate capability (167 mAh g−1 at 2.0 C). The excellent electrochemical properties can be ascribed to the distinctively hierarchical mesoporous hollow structure of FeF3·0.33H2O, which facilitates electrolyte permeation and rapid ionic as well as electronic transmission. Besides, the multifunctional AlPO4 modification layer can improve the electronic conductivity, suppress the surface side reaction and buffer the volume changes during cycling processes, thus boosting the enhancement of the electrochemical performance. Therefore, this study offers a new strategy for improving and modifying the electrochemical performances of cathode materials for sodium-ion batteries.