Abstract The all‐in‐one design of cathode and anode is a promising strategy to improve energy density and assembly efficiency for lithium batteries. However, it is an important prerequisite to combine negative and positive current collectors in a single sheet. Here, an asymmetric structure of bipolar composite current collector (BCCC), thin copper (Cu) and aluminum (Al) metal layers respectively deposited on each side of a thin polyethylene terephthalate (PET) polymer substrate is developed. Unlike conventional metal foils, the electronically insulative polymer blocks electron transfer between the cathode and anode coated on each side of BCCC. Buckling‐based mechanics measurement and molecular simulation are conducted to quantitatively evaluate the interfacial strength of metal/polymer, which is enhanced by introducing an intermediate chromium (Cr) layer. For applications in anode‐free wound batteries, the integrated sheet of separator/cathode/BCCC can simplify the alignment of the electrodes during the winding process. Without special surface and electrolyte optimizations, a higher Coulombic efficiency (99.1%) and larger capacity retention (50.0%) are achieved after 100 cycles in the LiNi 0.8 Co 0.1 Mn 0.1 O 2 anode‐free battery than the battery using Cu foils.