Iron‐based sulfate cathodes of alluaudite Na2+2δFe2−δ(SO4)3 (NFS) in sodium‐ion batteries with low cost, steady cycling performance, and high voltage are promising for grid‐scale energy storage systems. However, the poor electronic conductivity and the limited understanding of the phase‐evolution of precursors hinder obtaining high‐rate capacity and the pure phase. Distinctive NFS@C@n%CNTs (n = 1, 2, 5, 10) sphere‐shell conductive networks composite cathode materials are constructed creatively, which exhibit superior reversible capacity and rate performance. In detail, the designed NFS@C@2%CNTs cathode delivers an initial discharge capacity of 95.9 mAh g−1 at 0.05 C and up to 60 mAh g−1 at a high rate of 10 C. The full NFS@C@2%CNTs//HC cell delivers a practical operating voltage of 3.5 V and mass‐energy density of 140 Wh kg−1 at 0.1 C, and it can also retain 67.37 mAh g−1 with a capacity retention rate of 96.4% after 200 cycles at 2 C. On the other hand, a novel combination reaction mechanism is first revealed for forming NFS from the mixtures of Na2Fe(SO4)2·nH2O (n = 2, 4) and FeSO4·H2O during the sintering process. The inspiring results would provide a novel perspective to synthesize high‐performance alluaudite sulfate and analogs by aqueous methods.