Thermochemical metal/metal oxide redox reactions have twice the energy density of 2,4,6‐trinitrotoluene (TNT). They suffer, however, from low pressure‐volume work due to low gas expansion from the reaction. This study focuses on the development of a nanocomposite that delivers a high energy density and the potential of rapid gas release. Hollow CuO spheres with nanosized building blocks are fabricated using a “droplet‐to‐particle” aerosol spray pyrolysis method with the introduction of gas‐blowing agents in the synthesis procedure. Nanoaluminum with hollow CuO as an oxidizer ignites in a very violent manner and exhibits excellent gas‐generation behavior, demonstrating a high pressurization rate of 0.745 MPa μs−1 and a transient peak pressure of 0.896 MPa with a charge density of 1 mg cm−3, as well as a rapid oxygen release. Compared with wet‐chemistry methods, gas‐phase processes are relatively low cost, nominally offer a higher purity product, and are usually configured as continuous production processes, with a limited number of steps. The synthesis strategy demonstrated is simple and should be extendable to the preparation of other hollow metal oxide structures.