Presently, graphene incorporation is one of the most effective strategies to develop superior electrode materials for sodium‐ion batteries (SIBs). Herein, it is excitingly found that an incorporated graphene nanosheet in the preparation processes can not only completely protect all the Sb nanoparticles in an Sb/C composite from being inactivated, but also suppresses their growth to undesirable micrometer size. While there are still many exposed Sb particulates on the surface of pristine Sb/C microplates, the graphene‐incorporated Sb/C/G nanocomposite consists of uniform Sb nanoparticles of 20–50 nm, all of which have been protected by and wrapped in the mixed carbon network. When used as anode materials for SIBs, the Sb/C/G nanocomposite exhibits the best Na‐storage properties in terms of the highest reversible capacity (650 mA h g−1 at 0.025 A g−1), fastest Na‐storage ability (290 mA h g−1 at a high current density of 8 A g−1), and optimal cycling performance (no capacity decay after 200 cycles), in comparison to pristine Sb/C and pure Sb. It is further revealed that the much enhanced performance should originate from the improvement of Na‐storage kinetics and increase of electronic conductivity via comparing the electrochemical impedance spectra, and cyclic voltammetry profiles, as well as the polarization variation along with current densities.