In this work, atomic layer deposition (ALD), as a novel strategy, has been applied to deposit MgO on nano-sized porous Si (pSi) dendrites obtained by etching Al–Si alloy for LIBs. The reversible specific capacity of pSi@MgO electrode is 969.4 mA h/g after 100 cycles at 100 mA/g between 0.01 and 1.5 V, and it presents the discharge specific capacities of 1253.0, 885.5, 642.4, 366.2, and 101.4 mA h/g at 100, 500, 1000, 2000, and 5000 mA/g, respectively. What is more, it delivers a high reversible capacity of 765.1 mA h/g even at 500 mA/g after 200 cycles. The performance improvement can be attributed to the protection of the MgO layer and built-in space of porous Si for volume expansion upon cycling. These results illustrate that ALD derived coating is a powerful strategy to enhance electrical properties of anode materials with huge volume change for lithium-ion batteries.