 Silicon as a promising candidate for the next-generation high-capacity lithium-ion battery anode is characterized by outstanding capacity, high abundance, low operational voltage, and environmental benignity. However, large volume changes during Si lithiation and de-lithiation can seriously impair its long-term cyclability. Although extensive research efforts have been made to improve the electrochemical performance of Si-based anodes, there is a lack of efficient fabrication methods that are low cost, scalable, and self-assembled. In this report, co-axial fibrous silicon asymmetric membrane has been synthesized using a scalable and straightforward phase inversion method combined with dip coating as inspired by the hollow fiber membrane technology that has been successfully commercialized over the last decades to provide billions of gallons of purified drinking water worldwide. We demonstrate that ~ 90% initial capacity of co-axial fibrous Si asymmetric membrane electrode can be maintained after 300 cycles applying a current density of 400 mA g−1. The diameter of fibers, size of silicon particles, type of polymers, and exterior coating have been identified as critical factors that can influence the electrode stability, initial capacity, and rate performance. Much enhanced electrochemical performance can be harvested from a sample that has thinner fiber diameter, smaller silicon particle, lower silicon content, and porous carbon coating. This efficient and scalable approach to prepare high-capacity silicon-based anode with outstanding cyclability is fully compatible with industrial roll-to-roll processing technology, thus bearing a great potential for its future commercialization.