Although transition metal oxides have attracted considerable attention for their high energy density as anode materials of lithium-ion batteries, they suffer from large volume expansion during lithiation process, which usually causes fast capacity degradation. Herein, we report a rational design and facile preparation strategy of copper oxide encapsulated mesoporous carbon multi-yolk-shell octahedra, in which multiple CuO nanoparticles are well-confined in the compartments of micro-scale octahedral carbon scaffolds. The advantages of the novel multi-yolk-shell design are that the three-dimensional carbon scaffolds can buffer the volume change and prevent aggregation of CuO nanoparticles during the charge/discharge cycles, provide pathways for electron transport and Li+ diffusion, and restrict the thin solid-electrolyte interphase layer to the outer surface of carbon shells. The results demonstrate how the electrochemical properties of anodes can be significantly improved by the multi-yolk-shell nanostructures with greatly enhanced structural stability and electrochemical actuation. Moreover, the micrometer-size CuO@C octahedra reduce the relative quality of SEI, resulting in high Coulombic efficiency and long cycling stability. In Li-ion cells, the CuO@C multi-yolk-shell octahedra anodes deliver a highly-reversible capacity of 598mAhg−1 at 250mAg−1, excellent rate capacity of 365mAhg−1 at 3000mAg−1 and exhibit long-term cyclability with a capacity of 512mAhg−1 after 300 cycles at 500mAg−1.