The anode is the key material that constrains the performance of solid oxide electrolysis cells (SOECs). Here, we have developed self-assembled Sm0.5Sr0.5CoO3-δ-Ce0.8Sm0.2O2-δ (SSC-SDC) composite by the co-synthesis strategy and studied its electrochemical performance as the anode for SOECs. The surface and interface properties of the self-assembled SSC-SDC composite were systematically studied. The SDC lattice expansion and the SSC lattice contraction of the SSC-SDC composite have been shown by XRD analysis, ascribed to the strong cation interdiffusion during the self-assembly process. The self-assembled SSC-SDC also exhibits superior oxygen evolution activity and displays a larger oxygen desorption peak than the physically mixed SSC&SDC. A higher proportion of adsorbed oxygen species on the surface of the self-assembled SSC-SDC than the physically mixed SSC&SDC also have been shown by XPS results. The cell with the self-assembled SSC-SDC as anode exhibits ca. 2.1 times higher current density than the physically mixed SSC&SDC as anode. Meanwhile, the polarization resistance of the cell with self-assembled SSC-SDC as the anode is 0.0957 Ω cm2, which is only 40 % of that observed in the cell where SSC and SDC are physically mixed as the anode. This novel self-assembly strategy shows great potential for preparing high-performance oxygen electrodes.