Rational structure design is a successful approach to develop high‐performance composite solid electrolytes (CSEs) for solid‐state Li metal batteries. Herein, a novel CSE membrane is proposed, that consists of interwoven garnet/polyethylene oxide‐Li bis(trifluoromethylsulphonyl)imide (LLZO/PEO‐LiTFSI) microfibers. This CSE exhibits high Li‐ion conductivity and exceptional Li dendrite suppression capability, which can be attributed to the uniform LLZO dispersion in PEO‐LiTFSI and the vertical/horizontal anisotropic Li‐ion conduction in the CSE. The uniform LLZO particles can generate large interaction regions between LLZO and PEO‐LiTFSI, which thus form continuous Li‐ion transfer pathways, retard the interfacial side reactions and strengthen the deformation resistance. More importantly, the anisotropic Li‐ion conduction, that is, Li‐ion transfers much faster along the microfibers than across the microfibers, can effectively homogenize the electric field distribution in the CSE during cycling, which thus prevents the excessive concentration of Li‐ion flux. Finally, solid‐state Li||LiFePO4 cells based on this CSE show excellent electrochemical performances. This work enriches the structure design strategy of high‐performance CSEs and may be helpful for further pushing the solid‐state Li metal batteries towards practical applications.