Electrode integrity and electric contact between particles and between particle and current collector are critical for electrochemical performance, especially for that of electrode materials with large volume change during cycling and with poor electric conductivity. We report on the in situ thermally cross-linked polyacrylonitrile (PAN) as a binder for silicon-based anodes of lithium-ion batteries. The electrode delivers excellent cycle life and rate capability with a reversible capacity of about 1450 mA h g−1 even after 100 cycles. The improved electrochemical performance of such silicon electrodes is attributed to heat-treatment-induced cross-linking and the formation of conjugated PAN. These findings open new avenues to explore other polymers for both anode and cathode electrodes of rechargeable batteries.