Multifunctional coating strategy shows promising prospective in advancing Si‐based anodes towards practical applications in Li‐ion batteries. Dual coating of amorphous carbon and TiO2 shows demonstrable advantages owing to high elasticity of amorphous carbon and mechanical toughness of TiO2. However, for past design of Si@C@TiO2 composite electrode, wherein C and TiO2 are configured layer‐by‐layer, a long‐standing problem exists as that a thin TiO2 coating is insufficient to stabilize the electrode’s architecture while a thick one prevents the core active material of Si far from fully electrochemically utilization due to the too strong structural constraint effect. Herein, it presents that a facial heat treatment of Si@C@TiO2 with thick enough TiO2 can readily avert the problem. Such a strategy promotes the capacity utilization rate from 39% to 61% for the initial cycle and from 43% to 85% after 200 cycles. Model structure of C/TiO2 multilayer films is employed to reveal the role of the heat treatment. It finds that the heat treatment can transform a layer‐by‐layer structure of C@TiO2 into an interlaced structure of C/TiO2 which exhibits a dual advantage in withstanding mechanical strain and simultaneously promoting Li‐ion storage and electron/Li‐ion transport.