Designing plasmonic hollow colloids with small interior nanogaps would allow structural properties to be exploited that are normally linked to an ensemble of particles but within a single nanoparticle. Now, a synthetic approach for constructing a new class of frame nanostructures is presented. Fine control over the galvanic replacement reaction of Ag nanoprisms with Au precursors gave unprecedented Au particle-in-a-frame nanostructures with well-defined sub-2 nm interior nanogaps. The prepared nanostructures exhibited superior performance in applications, such as plasmonic sensing and surface-enhanced Raman scattering, over their solid nanostructure and nanoframe counterparts. This highlights the benefit of their interior hot spots, which can highly promote and maximize the electric field confinement within a single nanostructure.