In this study, a well-controlled interfacial engineering method for the synthesis of SiO<sub>2</sub> /TiO<sub>2</sub> /VO<sub>2</sub> three-layered hollow nanospheres (TLHNs) and TLHNs-based multifunctional coatings is reported. The as-prepared coatings allow for an outstanding integration of thermochromism from the outer VO<sub>2</sub> (M) layer, photocatalytic self-cleaning capability from the middle TiO<sub>2</sub> (A) layer, and antireflective property from internal SiO<sub>2</sub> HNs. The TLHNs coatings exhibit excellent optical performance with ultrahigh luminous transmittance (T<sub>lum-l</sub> = 74%) and an improved solar modulation ability (ΔT<sub>sol</sub> = 12%). To the best knowledge, this integrated optical performance is the highest ever reported for TiO<sub>2</sub> /VO<sub>2</sub> -based thermochromic coatings. An ingenious computation model is proposed, which allows the n<sub>eff</sub> of nanostructured coatings to be rapidly obtained. The experimental and calculated results reveal that the unique three-layered structure significantly reduces the refractive index (from 2.25 to 1.33 at 600 nm) and reflectance (Rave, from 22.3 to 5.3%) in the visible region as compared with dense coatings. Infrared thermal imaging characterization and self-cleaning tests provide valid evidence of SiO<sub>2</sub> /TiO<sub>2</sub> /VO<sub>2</sub> TLHNs coatings' potential for energy-saving and self-cleaning smart windows. The exciting inexpensive and universal fabrication process for well-defined structures may inspire various developments in processable and multifunctional devices.