The development of Si-based lithium-ion batteries is restricted by the large volume expansion of Si materials and the unstable solid electrolyte interface film. Herein, a novel Si capsule with in situ developed polymethyl methacrylate (PMMA) shell is prepared via microemulsion polymerization, in which PMMA has high lithium conductivity, high elasticity, certain viscosity in electrolytes, as well as good electrolyte retention ability. Taking advantage of the microcapsule structure with the PMMA capsid, the novel Si capsule anode retains 1.2 mA h/cm2 at a current density of 2 A/g after 200 electrochemical cycles and delivers higher than 66% of its initial capacity at 42 A/g.