Metallic hollow nanoparticles exhibit interesting optical properties that can be controlled by geometrical parameters. Irradiation with femtosecond laser pulses has emerged recently as a valuable tool for reshaping and size modification of plasmonic metal nanoparticles, thereby enabling the synthesis of nanostructures with unique morphologies. In this Letter, we use classical molecular dynamics simulations to investigate the solid-to-hollow conversion of gold nanoparticles upon femtosecond laser irradiation. Here, we suggest an efficient method for producing hollow nanoparticles under certain specific conditions, namely that the particles should be heated to a maximum temperature between 2500 and 3500 K, followed by a fast quenching to room temperature, with cooling rates lower than 120 ps. Therefore, we describe the experimental conditions for efficiently producing hollow nanoparticles, opening a broad range of possibilities for applications in key areas, such as energy storage and catalysis.