Hexagonal-tungsten-bronze-type (abbreviated as HTB) FeF3·0.33H2O has been recognized as a promising high-rate cathode material for lithium-ion batteries. However, rational engineering of advanced structures is highly desirable yet challenging to activate the insulating FeF3·0.33H2O in practical application. For the first time, a facile and economical solvothermal strategy is demonstrated to synthesize micro/nanostructured FeF3·0.33H2O through the self-templated morphology evolution and topotactic phase transformation of commercial FeF3·3H2O precursor. Benefiting from the hierarchical structure, the as-prepared FeF3·0.33H2O exhibits enhanced rate capability and cycle stability compared with the bulk FeF3·0.33H2O obtained through traditional heat treatment of FeF3·3H2O. More interestingly, simple adjustment of the synthesis solvent or temperature enables the fabrication of several iron-based fluorides with uniquely hierarchical morphology, which are still hard to be synthesized under the existing methods.