Pyrite FeS2 has emerged as promising anode material for sodium‐ion batteries (SIBs). Nevertheless, low electrical conductivity, large volume variation and shuttling effect generally lead to low specific capacity and inferior rate capability, greatly impeding its practical application. Here, heterostructured CoS2/FeS2 particles anchored on ultrathin carbon nanosheets (denoted as CoS2/FeS2/C) have been fabricated using a simple and facile co‐precipitation combined with carbonization and gas sulfurization processes. The combination of bifunctional N‐doped carbon nanosheets and unique heterostructure can provide better electrical conductivity, enhanced ion diffusion kinetics and offer reinforced structural integrity. Benefitting from the compositional and structural advantages, the as‐prepared CoS2/FeS2/C hybrid composite exhibits boosted sodium storage properties, including outstanding rate capability (500.4 mA h g‐1 at 5 A g‐1) and cycling stability with a retention of 95.8% after 700 cycles.