Silicon (Si) is regarded as one of the most promising anode materials for high‐performance lithium‐ion batteries (LIBs). However, how to mitigate its poor intrinsic conductivity and the lithiation/delithiation‐induced large volume change and thus structural degradation of Si electrodes without compromising their energy density is critical for the practical application of Si in LIBs. Herein, an integration strategy is proposed for preparing a compact micron‐sized Si@G/CNF@NC composite with a tight binding and dual‐encapsulated architecture that can endow it with superior electrical conductivity and deformation resistance, contributing to excellent cycling stability and good rate performance in thick electrode. At an ultrahigh mass loading of 10.8 mg cm⁻², the Si@G/CNF@NC electrode also presents a large initial areal capacity of 16.7 mA h cm⁻² (volumetric capacity of 2197.7 mA h cm⁻³). When paired with LiNi_0.95Co_0.02Mn_0.03O₂, the pouch‐type full battery displays a highly competitive gravimetric (volumetric) energy density of ≈459.1 Wh kg⁻¹ (≈1235.4 Wh L⁻¹).