Silicon anodes have been given great focus due to the unparalleled theoretical specific capacity. However, destructive volume expansion during lithiation/delithiation processes and intrinsic inferior electrical conductivity cause drastic capacity decay. Forming composites with conductive and stretchable material is an effective solution to address these problems. Here, a three‐dimensional continuous conductive network consisting of one‐dimensional flexible graphene nanoscroll wrapped silicon nanoparticles (Si@GNS) is realized by a simple cold quenching method followed by a facile annealing process. GNS acted as conductive framework and elastic buffer layer, improving electrochemical reaction kinetics and suppressing Si volume expansion, respectively. Hence, Si@GNS shows excellent rate capability of 760 mAh g−1 even at 2 A g−1 and long‐term cycling stability of 81.5% capacity retention after 1000 cycles.