In this paper, heterogeneous cobalt phosphosulfide (Co4S3/Co2P) nanocrystals anchoring on few-layered MXene nanosheets (MXene@Co4S3/Co2P) were prepared by in situ growth and the subsequent high-temperature phosphorization/sulfidation processes. Thanks to the synergistic effect and the abundant phase interfaces of Co4S3, Co2P, and MXene, the electron transfer and Na+ diffusion processes were greatly accelerated. Meanwhile, the high electrical conductivity of MXene nanosheets and the heterogeneous structure of Co4S3/Co2P effectively avoided the MXene restacking and the agglomeration of phosphosulfide particles, thus mitigating volumetric expansion during charging and discharging. The results show that the MXene@Co4S3/Co2P heterostructure presents good rate capability (251.08 mAh g-1 at 1 A g-1) and excellent cycling stability (198.69 mAh g-1 after 407 cycles at 5 A g-1). Finally, the storage mechanism of Na+ in the heterostructure and the multistep phase transition reaction were determined by ex situ X-ray diffraction (XRD), electrochemical impedance spectroscopy (EIS), and X-ray photoelectron spectroscopy (XPS) analyses. This study provides a new perspective on the formation of metal phosphosulfide and MXene hybrids with multiple heterointerfaces as well as demonstrates MXene@Co4S3/Co2P composites as the promising anode material in sodium-ion batteries.