A facile vacuum filtration method is applied for the first time to construct sandwich‐structure anode. Two layers of graphene stacks sandwich a composite of black phosphorus (BP), which not only protect BP from quickly degenerating but also serve as current collector instead of copper foil. The BP composite, reduced graphene oxide coated on BP via chemical bonding, is simply synthesized by solvothermal reaction at 140 °C. The sandwiched film anode used for lithium‐ion battery exhibits reversible capacities of 1401 mAh g⁻¹ during the 200th cycle at current density of 100 mA g⁻¹ indicating superior cycle performance. Besides, this facile vacuum filtration method may also be available for other anode material with well dispersion in N‐methyl pyrrolidone (NMP).