Self-supporting Si/C composite membrane is an ideal anode for flexible lithium-ion battery. However, how to achieve a long lifespan for Si/C anode remains a challenge because of the large volume expansion and low conductivity of Si. In this work, hierarchical porous Si/C composite nanofibers with carbon coating and hollow Si/SiOx embedded (C-Si-CNF) were fabricated by hydrothermal deposition of polydopamine on electrospun Si/C nanofibers, followed by pyrolysis. A hydrothermal deposition/pyrolysis process achieved both carbon coating and conversing of the solid Si into hollow Si/SiOx, which improved the conductivity and alleviated the volume expansion of Si. The C-Si-CNF electrode exhibited a high capacity (694.7 mAh·g−1 at 0.2 A·g−1), good rate performance (capacity retention of 36.9% with the current density increased from 0.1 to 5 A·g−1), and excellent cycling stability (capacity retention of 92.6% after 300 cycles). Overall, the C-Si-CNF membrane shows great potential as a binder-free and self-supporting anode for lithium-ion battery.