In this study, the MnOx–FeOy hollow nanospheres with solid solution structure were prepared by supercritical antisolvent (SAS) process. The average particle size was about 50 nm, and average pore diameter was 7 nm. By applying the SAS method, novel nonsupported MnOx–FeOy catalysts with a Mn/Fe mass ratio of 1:1 showed rather high selective catalytic reduction activity and broad active temperature window. The NOx conversion rate reached 97% at 220 °C, and maintained above 92% from 180 to 260 °C. The experiment results showed that iron doping could cause the apparent change of MnOx morphology and structure, which enhanced the oxidative ability of manganese species and increased surface active oxygen species. Meanwhile, compared with traditional methods, the SAS process could efficiently enhance the interaction between manganese and iron, and produce smaller size and larger pore volume nanoparticles with more active sites on the surface.