Micrometer-sized Si particles are beneficial to practical lithium-ion batteries in regard to low cost and high volumetric energy density in comparison with nanostructured Si anodes. However, both the issues of electrical contact loss and overgrowth of solid electrolyte interface for microscale Si induced by colossal volume change still remain to be addressed. Herein, a scalable and template-free method is introduced to fabricate yolk-shell structured Si anode from commercially available Si microparticles. The void is created via a one-step alkali etching process with the remaining silicon core as the yolk, and a double-walled shell is formed from simultaneous in situ growth of the conformal native oxide layer and subsequent carbon coating. In this configuration, the well-defined void spaces allow the Si core to expand without compromising structural integrity, while the double-walled shell acts as a static capsule to confine silicon fragments despite likely particle fracture. Therefore, electrical connectivity is maintained on both the particle and electrode level during deep galvanostatic cycling, and the solid-electrolyte interface is stabilized on the shell surface. Owing to the benefits of tailored design, excellent cycling stability (capacity retention of 95% after 100 cycles) and high coulombic efficiency (99.5%) are realized in a practical full-cell demonstration.