Thermophoretic sampling (TS) of the aerosol was conducted to manifest the formation of hollow and solid alumina particles in spray flames. The collected particles were investigated by transmission electron microscopy. Hollow particles with a thin shell (e.g., 10 nm) were formed from the aluminum nitrate precursor emulsion at less than 4-cm flame height. Hollow particles maintained their shapes in the flame using air as dispersion/oxidant gas, whereas hollow-to-solid restructuring of the particles took place in the flame using oxygen. With oxygen, nanoparticles were formed in the gas phase from the aluminum butoxide/2-propanol precursor solution only, whereas gas-phase reaction was hindered, forming large particles from the aluminum nitrate/2-propanol precursor solution.