High‐temperature electrolysis using solid oxide electrolysis cells (SOECs) provides a promising way for the storage of renewable energy into chemical fuels. During the past, nickel‐based cathode‐supported thin‐film electrolyte configuration was widely adopted. However, such cells suffer from the serious challenge of anode delamination at high electrolysis currents due to enormous gaseous oxygen formation at the anode‐electrolyte interface with insufficient adhesion caused by low sintering temperatures for ensuring high anode porosity and cathode pulverization because of potential nickel redox reaction. Here, the authors propose, fabricate, and test asymmetric thick anode‐supported SOECs with firm anode‐electrolyte interface and graded anode gas diffusion channel for realizing efficient and stable electrolysis at ultrahigh currents. Such a specially structured anode allows the co‐sintering of anode support and electrolyte at high temperatures to form strong interface adhesion while suppressing anode sintering. The mixed oxygen‐ion and electron conducting anode with graded channel structure provides a fast oxygen release pathway, large anode surface for oxygen evolution reaction, and excellent support for depositing nanocatalysts, to further improve oxygen evolution activity. As a result, the as‐prepared cells demonstrate both high performance, comparable or even higher than state‐of‐the‐art cathode‐supported SOECs, and outstanding stability at a record current density of 2.5 A cm−2.