Yes, and wall voids are one of their favorite spots. The space between your interior and exterior walls provides warmth, darkness, protection from predators, and easy access to the rest of your home through gaps around pipes and wiring.
It depends on the species, but most hornets nest in sheltered locations. Bald-faced hornets build large, visible nests on tree branches and building exteriors. European hornets prefer enclosed spaces like attics, wall voids, and hollow trees.
