Silicon is a low price and high capacity anode material for lithium-ion batteries. The yolk-shell structure can effectively accommodate Si expansion to improve stability. However, the limited rate performance of Si anodes can't meet people's growing demand for high power density. Herein, the phosphorus-doped yolk-shell Si@C materials (P-doped Si@C) were prepared through carbon coating on P-doped Si/SiO_x matrix to obtain high power and stable devices. Therefore, the as-prepared P-doped Si@C electrodes delivered a rapid increase in Coulombic efficiency from 74.4% to 99.6% after only 6 cycles, high capacity retention of ~ 95% over 800 cycles at 4 A·g⁻¹, and great rate capability (510 mAh·g⁻¹ at 35 A·g⁻¹). As a result, P-doped Si@C anodes paired with commercial activated carbon and LiFePO₄ cathode to assemble lithium-ion capacitor (high power density of ~ 61,080 W·kg⁻¹ at 20 A·g⁻¹) and lithium-ion full cell (good rate performance with 68.3 mAh·g⁻¹ at 5 C), respectively. This work can provide an effective way to further improve power density and stability for energy storage devices.