A method of producing hollow alumina particles in which the grain size of hollow alumina particles is controlled and in which a high formation ratio of hollow particles is obtained while suppressing the formation of solid particles. The method includes irradiating supersonic waves to an aqueous solution containing aluminum nitrate or aluminum acetate, and a surfactant or an organic acid to generate micro-liquid droplets in an atomized state, introducing only minute liquid droplets having a certain grain size or less, which have been classified by an air stream, into a furnace and burning them in air.