A method of making a hollow baked confectionery comprising forming a dough of a biscuit or a cracker capable of being formed into a sheet into a double sheet, shaping the dough by cutting, subjecting the dough to an alkali treatment, and baking, either without washing with water or after washing with water. The method provides a hollow baked confectionery having a substantially high inner space ratio and which has a desirable shape and is pleasurable to eat. The hollow space inside the baked confectionery is quite stable. Therefore, a material such as chocolate or the like can be filled in the hollow space in a larger amount than was previously possible.