A rational combination of nanoscale reactions can offer complex nanostructures with multiple components. In the present study, a general synthetic protocol was developed to generate metal-CdSe double shell hollow nanocubes. Three well-known nanoscale reactions, Galvanic replacement, chalcogenization, and cationic exchange, were sequentially applied to the original Ag nanocubes, yielding PtAg, Pt-Ag2Se, and Pt-CdSe hollow nanocubes, respectively. The final structure was composed of two distinct layers of Pt and CdSe domains. Thin and continuous Pt inner layers were formed at the stage of selenization due to the nanoscale Kirkendall effect. With the variation of the metals (Pt, Au, and Pd) and metal selenides (Ag2Se, CdSe), six different metal-semiconductor hybrids were produced with an identical morphology of the double shell hollow nanocubes. Thicknesses of metal and CdSe layers were also regulated by controlling amounts of metal contents at the Galvanic replacement step. The resulting Pt-CdSe double shell hollow nanocubes effectively catalyzed photochemical hydrogen evolution reactions with long term stability.