Silicon monoxide (SiOx) has become one of the most promising anode materials for next‐generation lithium‐ion batteries (LIBs) due to its high theoretical capacity. However, the inherent low electrical conductivity and large volume change during lithiation/delithiation processes hinder its practical applications. Here, a novel and facile strategy is designed to prepare SiOx/carbon nanotube (CNT) composite films in one step by using a method involving floating catalytic chemical vapor deposition (FCCVD). That is, SiOx particles and CNTs form at high temperature and winded directly on a drum to give rise to a film in an open air environment. The composite film is made up of a 3D CNT network with SiOx particles uniformly embedded. The as‐prepared composite film not only has a tensile strength of 78 MPa and elongation at break of 52%, but also exhibits a high specific capacity of 966.4 mA h g−1 after 120 cycles at the current density of 0.1 A g−1 and a good rate capacity of 448.7 mA h g−1 at the current density of 2 A g−1 when used as an anode material for LIBs. The results from the in‐situ preparation and resultant composite suggest a new route for developing high‐performance anode materials for LIBs.