Colloidal crystals consisting of monodisperse hollow silica spheres represent a well-defined porous material class, which features a range of interesting optical, mechanical, and thermal properties. These hierarchically structured materials comprise micropores within the silica network, which are confined to a thin shell (tens of nanometers) of a hollow sphere (hundreds of nanometers). Using simple calcination steps, we markedly change the internal microstructure, which we investigate by a multitude of characterization techniques, while the meso- and macrostructure remains constant. Most importantly the rearrangement of the silica condensation network leads to a reduction in the total surface area and loss of micropores as demonstrated by N2 sorption and hyperpolarized 129Xe NMR studies. Spin-lattice relaxation shows a drastic increase of the rigidity of the amorphous network. These microstructural changes significantly influence the thermal conductivity through such a porous silica material. We demonstrate a remarkably low thermal conductivity of only 71 mW m−1 K−1 for a material of a comparatively high density of 1.04 kg m−3 at 500 °C calcination temperature. This thermal conductivity increases up to 141 mW m−1 K−1 at the highest calcination temperature of 950 °C. The great strength of hollow silica sphere colloidal crystals lies in their hierarchical structure control, which allows further investigation of how the internal microstructure and the interfacial contact points affect the transport of heat.