For a period of time, the O2 cathode has been the focus of research, while the study of lithium anodes and their interactions is quite rare in rechargeable lithium-oxygen (Li-O2) batteries. Actually, the unstable interface between a Li metal anode and the electrolyte in the presence of O2 will eventually lead to battery failure. It was proposed that lithium nitrate (LiNO3), a well-known stabilizing additive being able to form a passivation solid-electrolyte interphase (SEI) on the Li metal surface, could be introduced into the electrolyte of Li-O2 batteries to improve their performance. Nevertheless, the effective utilization of LiNO3 in this system has heretofore been limited due to the dissolution of NO2- species, one of the components of the SEI, as well as O2 corrosion issues on the Li metal side, thus resulting in unstable cycling of Li-O2 batteries. Herein, by combining the electrochemical polishing technology with the LiNO3 reduction chemistry, we construct on a Li metal surface a stable molecularly smooth SEI which possesses a unique multi-layered structure that encapsulates the soluble NO2- species inside the inner layer. Such an SEI film can not only avoid the negative effects caused by the dissolution of NO2-, but also effectively suppress the dendrite growth on and the O2 permeation to the Li surface. Consequently, the cycle lives of O2-saturated symmetric Li cells and Li-O2 batteries are both improved substantially. Our work offers an effective strategy to protect Li metal anodes in Li-O2 batteries, and meantime, provides a novel insight into the rational utilization of electrolyte additives.