Three‐dimensional (3D) SiOx‐based membrane anodes with stabilized electrochemical performances for lithium‐ion batteries are fabricated ingeniously using high‐capacity SiOx active material. The flexible self‐supporting substances of poly(vinylidene fluoride) and carbon nanotubes are chosen as the supporting substances, which not only provide the 3D framework for the flexible self‐supporting membrane but also act as a protective layer with enhanced conductive pathway. In particular, this unique 3D structure can prevent the SiOx surface from contacting the electrolyte directly and can buffer the volumetric expansion of SiOx particles. This optimized membrane anode exhibits a high reversible specific capacity of 1436 mAh g−1 and a capacity retention rate of 88% after 100 cycles. In addition, it also demonstrates an outstanding rate performance, a specific capacity of 1245 mAh g−1 is obtained at 1200 mA g−1, which is about 91% at 100 mA g−1. The stabilized performances of the as‐prepared membrane anodes indicate their promising prospects in the practical applications, and the fabricating method also provides a reference for the preparation of other flexible self‐supporting membrane electrodes.