Metal halide perovskite nanocrystals (NCs) have emerged as a new generation light emitting materials with narrow emissions and high photoluminescence quantum efficiencies (PLQEs). Various types of perovskite NCs, e.g. platelets, wires, and cubes, have been discovered to exhibit tunable emissions across the whole visible spectral region. Despite remarkable advances in the field of metal halide perovskite NCs over the last few years, many nanostructures in inorganic NCs have yet been realized in metal halide perovskites and producing highly efficient blue emitting perovskite NCs remains challenging and of great interest. Here we report for the first time the discovery of highly efficient blue emitting cesium lead bromide perovskite (CsPbBr3) NCs with hollow structures. By facile solution processing of cesium lead bromide perovskite precursor solution containing additional ethylenediammonium bromide and sodium bromide, in-situ formation of hollow CsPbBr3 NCs with controlled particle and pore sizes is realized. Synthetic control of hollow nanostructures with quantum confinement effects results in color tuning of CsPbBr3 NCs from green to blue with high PLQEs of up to 81 %.