Highly porous off-stoichiometric tungsten trioxide (WO3-σ) with hollow and yolk-shell structures have been successfully synthesized via a selective leaching strategy, following hydrogenation using PbWO4 spheres as the starting material. It was found that the yolk-shell WO3-σ could be obtained from hollow WO3-σ by dividing the continuous leaching process into two intervallic processes. The unique structural features and high conductivity facilitate both ion and electron transport, greatly enhancing reversible lithium storage capacity. In comparisons of the hollow WO3-σ and yolk-shell WO3-σ, the yolk-shell structure exhibited more long-term stability due to extra spatial elasticity.