Under the background of urban expansion, ecological protection cannot be delayed. The construction of ecological networks is of considerable significance to ecosystem services. However, in the process of constructing a corridor network, there is no uniform standard for the selection of ecological sources and the determination of cost factors. The InVEST model is an effective complement to ecosystem service assessment for sensitively measuring external threats and their threat intensity. Therefore, taking Wuhan as an example, we combined InVEST and the least cost path model (LCP) to construct a multi-target corridor network with comprehensive cost factors for birds and small terrestrial mammals. The results showed that: (1) The InVEST model provided a reliable basis for ecological source screening by demonstrating the distribution of habitat quality. (2) The corridor with a length of 12–25 km presented a “U” shape, and the impact of urbanization on small terrestrial mammals was more significant than that of birds. (3) The integrated network pattern proposed by the “point-line-plane” principle would provide a reference for urban ecological construction and sustainable development.