AbstractConstructing heterostructures containing multiple active components is proven to be an efficient strategy for enhancing the sodium storage capability of anode materials in sodium‐ion batteries (SIBs). However, performance enhancement is often attributed to the unclear synergistic effects among the active components. A comprehensive understanding of the reaction mechanisms on the interfaces at the atomic level remains elusive. Herein, the carbon‐coated Fe3Se4/CoSe (Fe3Se4/CoSe‐C) anode material as a model featuring atomic‐scale contact interfaces is synthesized. This unique heterogeneous architecture offers an adjustable electronic structure, which facilitates rapid reaction kinetics and enhances structural integrity. In situ microscopic and ex situ spectral characterization techniques, along with theoretical simulations, confirm that the heterointerface with strong electric fields promotes Na+ ion migration. Based on solid‐state nuclear magnetic resonance (NMR) analysis, an interface charge storage mechanism is revealed, resulting in the enhanced specific capacity of the anode materials. When employed as an anode in SIBs, the Fe3Se4/CoSe‐C electrode demonstrates excellent rate capabilities (218 mAh g−1 at 7 A g−1) and prolonged cycling stability (258 mAh g−1 at 5 A g−1 after 1000 cycles). This work highlights the significance of heterointerface engineering in electrode material design for rechargeable batteries.