In this report, a yolk‐shell‐structured Si/graphene (Si/GR) material has been designed and successfully fabricated as an anode for lithium‐ion batteries (LIBs). With this approach, Si@Ni composite particles were fabricated by electroless deposition of a nickel template directly on silicon; then, three‐dimensional (3D) graphene layers were grown in situ around the composite particles to obtain a Si@Ni@GR structure. After removing the nickel interlayer, some voids were generated between the silicon particles and the graphene layers, thus forming a Si@void@GR structure. The coexistence of voids and the graphene layer may provide a synergistic effect. The voids may reserve space for silicon particles during volume expansion and buffer the mechanical pressure of the graphene layer. Meanwhile, the graphene cover may enhance lithium‐ion transport efficiency and electron transport rate, thereby improving the electrical conductivity of the anode. The well‐coated layers can also prevent the Si particles from being directly exposed to electrolyte, which can promote the formation of a stable SEI film and reduce the irreversible consumption of Li+. Therefore, such unique yolk‐shell structures offer the resultant Si@void@GR electrode a high reversible discharge capacity (1595 mAh g−1 after 100 cycles at a current density of 500 mA g−1) and the capacity to deliver a discharge capacity of 990 mAh g−1 even at a high current density of 4.8 A g−1.