Hollow nanostructures such as nanocages and nanoframes can serve as advanced catalysts with their enlarged active surface areas, and hence they have been of widespread interest. Despite the recent progress in the synthesis of this class of nanomaterials, hollow nanostructures with tunable compositions and controlled morphologies have rarely been reported. Here, we report a facile synthetic route to a series of mixed cobalt/nickel sulfide octahedral nanocages. The sulfidation of CoO octahedral nanoparticles generates CoO@CoxSy core–shell octahedra, and the in situ etching of CoO core and annealing yield Co9S8 (pentlandite) octahedral nanocages (ONC). The addition of Ni precursor during the etching/annealing process of CoO@CoxSy core-shell octahedra progressively yields hollow ONC structures of Co9-xNixS8, Ni9S8, Ni9S8/β-NiS, and Ni3S2/β-NiS via cation exchange reactions. Mixed cobalt/nickel sulfide, Co9-xNixS8 ONC shows superior oxygen evolution reaction activity to monometallic sulfide ONC structures, demonstrating the synergy between cobalt and nickel.