Silicon batteries have attracted much attention in recent years due to their high theoretical capacity, although a rapid capacity fade is normally observed, attributed mainly to volume expansion during lithiation. Here, we report for the first time successful synthesis of Si/void/SiO2/void/C nanostructures. The synthesis strategy only involves selective etching of SiO2 in Si/SiO2/C structures with hydrofluoric acid solution. Compared with reported results, such novel structures include a hard SiO2-coated layer, a conductive carbon-coated layer, and two internal void spaces. In the structures, the carbon can enhance conductivity, the SiO2 layer has mechanically strong qualities, and the two internal void spaces can confine and accommodate volume expansion of silicon during lithiation. Therefore, these specially designed dual yolk-shell structures exhibit a stable and high capacity of 956mA hg-1 after 430 cycles with capacity retention of 83%, while the capacity of Si/C core-shell structures rapidly decreases in the first ten cycles under the same experimental conditions. The novel dual yolk-shell structures developed for Si can also be extended to other battery materials that undergo large volume changes.