Mixed‐dimensional heterostructures which combine materials with different dimensions have emerged to expand the scope and functionality of van der Waals heterostructures. Here, a direct synthesis method of molybdenum disulfide/double‐wall carbon nanotube (MoS2/DWCNT) mixed‐dimensional heterostructures by sulfurating a molten salt, Na2MoO4, on a substrate covered with a DWCNT film is reported. The synthesized heterostructures are comprehensively characterized and their stacking order is confirmed to be MoS2 under the DWCNTs, although the DWCNT film is transferred on the substrate first. Moreover, field‐effect transistors based on the heterostructure are fabricated for photodetection, and an abnormal negative photoresponse is discovered due to the strong carrier transfer in the mixed‐dimensional heterostructures under light incidence. The MoS2/DWCNT heterostructure results provide a new approach for the synthesis and applications of mixed‐dimensional heterostructures.