Silicon oxide (SiOx) has been considered one of the most promising anode materials for lithium-ion batteries due to having a higher capacity than the commercial graphite anodes. However, its practical application is hampered by very large volume variations. In this work, pyrolysis fuel oil is the carbon coating precursor, and physical vapor deposition (PVD) is performed on SiOx at 200 and 400 °C (SiOx@C 200 and SiOx@C 400), followed by carbonization at 950 °C. SiOx@C 200 has a carbon coating layer with a thickness of ~ 20 nm and an amorphous structure, while that of SiOx@C 400 is approximately 10 nm thick and has a more semigraphitic structure. The carbon-coated SiOx anodes display better charge–discharge performance than the pristine SiOx anode. In particular, SiOx@C 200 shows the highest reversible capacity compared with the other samples at high C-rates (2.0 and 5.0 C). Moreover, SiOx@C 200 exhibits excellent cycling stability with a capacity retention of 90.2% after 80 cycles at 1.0 C. This result is ascribed to the suppressed volume expansion by the PFO carbon coating on SiOx after PVD.