AbstractSilicon is widely developed and deemed as a hopeful anode material for lithium‐ion batteries. However, till now there is very little literature devoted to its study for sodium‐ion batteries (SIBs). One possible reason is the preparation difficultly of carefully crafted amorphous silicon (a‐Si) structures by a facile and low‐cost method. Another reason is that a‐Si suffers from large volume expansion, slow sodium diffusion kinetics, and poor electrical conductivity. Herein, a new method called as “sodiothermic reduction” is used to prepare a‐Si hollow nanospheres at a much lower temperature. Moreover, an a‐Si‐based composite with yolk‐shell structure is designed via atomic layer deposition of alumina, in situ chemical polymerization of pyrrole, and dilute HCl etching. The obtained composite as an anode material for SIBs displays a great initial discharge capacity of 645.6 mAh g^–1 at 100 mA g^–1, superior long steadiness up to 5000 cycles at 800 mA g^–1, and preeminent rate capability (646.4, 193.5, 138.6, 105, 77.5 mAh g^–1 at 100, 400, 800, 1500, 3000 mA g^–1, respectively). In situ transmission electron microscopy observation on the structure evolution and finite element analysis of the stress–strain behavior are combined to further prove the merits of the well‐designed yolk–shell structure.