Transition metal chalcogenides with high theoretical capacity are promising conversion‐type anode materials for sodium ion batteries (SIBs), but often suffer from unsatisfied cycling stability (hundreds of cycles) caused by structural collapse and agglomerate. Herein, a rational strategy of tunable surface selenization on highly crystalline MoO2‐based carbon substrate is designed, where the sheet‐like MoSe2 can be coated on the surface of bundle‐like N‐doped carbon/granular MoO2 substrate, realizing partial transformation from MoO2 to MoSe2, and creating b‐NC/g‐MoO2@s‐MoSe2‐10 with robust hierarchical MoO2@MoSe2 heterostructures and strong chemical couplings (MoC and MoN). Such well‐designed architecture can provide signally improved reaction kinetics and reinforced structural integrity for fast and stable sodium‐ion storage, as confirmed by the ex situ results and kinetic analyses as well as the density functional theory calculations. As expected, the b‐NC/g‐MoO2@s‐MoSe2‐10 delivers splendid rate capability and ultralong cycling stability (254.2 mAh g−1 reversible capacity at 5.0 A g−1 after 6000 cycles with ≈89.0% capacity retention). Therefore, the tunable surface strategy can provide new insights for designing and constructing heterostructures of transition metal chalcogenides toward high‐performance SIBs.