This study reports of a multi-scale hierarchical lithium-ion battery (LIB) anode that shows a surprising increase in storage capacity at higher current rates from ∼3C to ∼8C. The anode, composed of forest-like vertically aligned carbon nanofibers coaxially coated with Si shells, is shown to obtain a storage capacity of 3000–3500 mAh (gSi)−1 and greater than 99% coulombic efficiency at a 1C (or C/1) rate, leading to remarkable stability over 500 charge–discharge cycles. In contrast to other studies, this hierarchical LIB anode shows superior high-rate capability where the capacity decreased by less than 7% from ∼C/8 to ∼3C rates and, more importantly, increased by a few percent from ∼3C to ∼8C rates, displaying a new phenomenon that becomes more evident after going through long cycles. Electron microscopy, Raman, and electrochemical impedance spectroscopy reveal that the electrode structure remains stable during long cycling and that this enhanced property is likely associated with the combination of the unique nanocolumnar microstructure of the Si coating and the vertical core–shell architecture. It reveals an exciting potential to develop high-performance lithium-ion batteries.