In this study, a CuO modified the MnO₂ nano-hollow spheres sorbent was prepared using the impregnation method. The effects of the CuO loading amount, reaction temperature, gas hourly space velocity, and flue gas component on the Hg⁰ removal performance of the sorbent were investigated. When loaded with 10% CuO, the sorbent's Hg⁰ removal efficiency was higher than 95% from 150 to 250 °C. The combination of plentiful acid sites and superior redox behavior ensured the efficient adsorption and oxidation of Hg⁰, which endowed the 10% CuO-doped sorbent with a satisfactory Hg⁰ removal performance over a wide temperature range. Throughout the Hg⁰ capture cycles, the Mars–Maessen mechanism well-depicted the Hg⁰ removal process over the 10% Cu/Mn adsorbent, the Mn⁴⁺, Cu²⁺, and chemisorbed oxygen acted as the active sites with HgO being the end product. However, the weak flue gas component adaptability demonstrated that further modification is needed to enhance the practicality of this system.