Graphene/Si multilayer structures were constructed through a repeated process of filtering liquid-phase exfoliated graphene film and the subsequent coating of amorphous Si film via plasma-enhanced chemical vapor deposition (PECVD) method. The multilayer heterogeneous structure films, directly fabricated on copper current collectors, were used as anodes for rechargeable lithium half-cells and full-cells without adding any polymer binder or conductive additives. The half cells based on the new anodes could easily achieve a capacity almost four times higher than the theoretical value of graphite even after 30 cycles' charging/discharging. It also demonstrated improved capacity retention compared to those of pure Si film-based anodes. Furthermore, full cells composed of the graphene/Si multilayer structure anodes and commercially available LiNi1/3Mn1/3Co1/3O2 cathodes were also assembled. Initial results showed good electrochemical performance comparable to that of commercially available rechargeable LIBs. Our prepared multilayer structures, taking advantage of the long cycle life of carbon and the high lithium-storage capacity of Si, provided a promising research platform that may eventually lead to an optimized anode structure for advanced rechargeable LIBs.