The invention discloses a hollow mesoporous silica microsphere with hollow core and adjustable mesopore and penetrating through a shell, preparation method and application thereof. The hollow mesoporous silica microsphere is obtained by the following steps: under the condition of acid or alkaline solution, taking hexadecyl trimethyl ammonium bromide or PEO-PPO-PEO triblock copolymer as template, adding non-polar solvent, stirring at a certain temperature, emulsifying, then adding silica source, after hydrolysis and condensation, filtering, drying, and roasting to remove the template. The preparation method has simple technique and short time, easy operation and low cost, the prepared microsphere comprises both macropore and mesopore structures, the mesopore penetrates through the shell, the aperture thereof is larger than 5nm and is adjustable within the range of 5-20nm, and by relatively large mesopore channel, internal and external transmissions of large guest molecules can be realized. The microsphere can be used as drug carrier, the drug loading amount can exceed 50% (mass percentage), and the drug release can be controlled by adjusting aperture of the mesopore and dissolutionrate of indissolvable drug can be improved.