A supercritical carbon dioxide (SCCO2) fluid, characterized by gas‐like diffusivity, near‐zero surface tension, and excellent mass transfer properties, is used as a precursor to produce silicon oxycarbide (SiOC) coating. SCCO2 disperses and reacts with Si particles to form an interfacial layer consisting of Si, O, and C. After an 850 °C annealing process, a conformal SiOC coating layer forms, resulting in core‐shell Si@SiOC particles. High‐resolution transmission electron microscopy and its X‐ray line‐scan spectroscopy, X‐ray photoelectron spectroscopy, Fourier‐transform infrared spectroscopy, and Raman spectroscopy, are used to examine the SiOC formation mechanism. Effects of SCCO2 interaction time on the SiOC properties are investigated. The SiOC layer connects the Si@SiOC particles, improving electron and Li+ transport. Cyclic voltammetry, galvanostatic intermittent titration technique, and electrochemical impedance spectroscopy are employed to examine the role of SiOC during charging/discharging. Operando X‐ray diffraction data reveal that the SiOC coating reduces crystal size of the formed Li15Si4 and increases its formation/elimination reversibility during cycling. The Si@SiOC electrode shows a capacitiy of 2250 mAh g−1 at 0.2 A g−1. After 500 cycles, the capacity retention is 72% with Coulombic efficiency above 99.8%. A full cell consisting of Si@SiOC anode and LiNi0.8Co0.1Mn0.1O2 cathode is constructed, and its performance is evaluated.