Architectural control of porous solids, such as porous carbon cages, has received considerable attention for versatile applications because of their ability to interact with liquids and gases not only at the surface, but throughout the bulk. Herein we report a scalable, facile spray‐pyrolysis route to synthesize holey carbon microcages with mosquito‐net‐like shells. Using the surfaces of water droplets as the growth templates, styrene–butadiene rubber macromolecules are controllably cross‐linked, and size‐controllable holes on the carbon shells are generated. The as‐formed carbon microcages encapsulating Si nanoparticles exhibit enhanced lithium‐storage performances for lithium‐ion batteries. The scalable, inexpensive synthesis of porous carbon microcages with controlled porosity and the demonstration of outstanding electrochemical properties are expected to extend their uses in energy storage, molecular sieves, catalysis, adsorbents, water/air filters, and biomedical engineering.