Direct catalyst coating of membranes is an obvious membrane‐electrode assembly (MEA) fabrication approach. Nevertheless, it bears significant challenges related to excessive swelling of the wetted membranes and catalyst layers during coating. Thermal decaling, which is currently used in proton exchange electrolysis, cannot be used with typical hydrocarbon‐based anion‐exchange membranes due to the lack of a glass transition point. In this work, a novel direct‐coating approach for MEAs for anion‐exchange membrane water electrolysis is proposed. An additional adhesive foil is used to minimize membrane swelling during the coating of the second catalyst layer. The resulting cell efficiency (1 A cm−2 at 1.8 V with ≥ 1.9 mgIr cm−2) is comparable to spray‐coated cells, while the mass transport is reduced at higher current densities (2.11 V vs 2.27 V at 2.7 A cm−2). A fully self‐casted catalyst‐coated membrane with low thickness (35 µm) achieves promising performance of 1.4 A cm−2 at 1.8 V in 0.1 m KOH and 2.0 A cm−2 in 1 m KOH. Constant current holds at 1 A cm−2 in 1 m KOH further shows a comparably low degradation rate of both spray‐ and bar‐coated cells (≈1 mV h−1) after a stabilization period.