A dry anode film, and a dry anode and a lithium battery, each including the dry anode film are provided. The dry anode film includes a dry anode active material and a dry binder, wherein the dry anode active material includes a composite anode active material including a core and a shell provided along a surface of the core. The core includes a carbon-based material, a mixture of a carbon-based material and a silicon-based active material, a composite of a carbon-based material and a silicon-based active material, or a combination thereof. The shell includes a composite including at least one first metal oxide and a first carbon-based material, the at least one first metal oxide is provided within a matrix of the first carbon-based material.