Various nanoscale SiO2 and their composites have demonstrated superior electrochemical performance as anodes for lithium‐ion batteries. However, both the battery production and real applications require the integration of nanoscale SiO2 into micrometer‐sized secondary particles while preserving their excellent stability and conductivity, which remains a great challenge. In this work, a unique carbon yarn‐ball structure is successfully synthesized that entangles nanoscale SiO2 together to build a micrometer‐sized secondary particle. The hook‐like carbon wires closely adhere to individual SiO2 nanoparticles, which constitute the basic unit of the yarn‐ball structure. The entangled carbon wires create a network of electron conduction highways for SiO2, and the yarn‐ball structure provides a resilient 3D matrix that can effectively buffer the anisotropic volume changes of SiO2 during Li ion insertion/extraction. Under 0.1 A g−1, the carbon yarn‐ball‐entangled SiO2 can deliver a 1297 mAh g−1 discharge capacity with a small irreversible capacity of 82 mAh g−1. The entangled carbon yarn ball firmly maintains its structural integrity during high‐rate cycling (1 A g−1), which gives rise to a large accessible capacity (709 mAh g−1, 90.7% retention for 500 cycles), superior coulombic efficiency (>99.9%), and excellent structural stability.