Artificial heterostructures with structural advancements and customizable electronic interfaces are fundamental for achieving high‐performance lithium‐ion batteries (LIBs). Here, we propose a design idea for a covalently bonded lateral/vertical black phosphorus (BP)‐graphdiyne oxide (GDYO) heterostructure achieved through a facile ball‐milling approach. Lateral heterogeneity is realized by the sp2‐hybridized mode P‐C bonds, which connects the phosphorus atoms at the edges of BP with the carbon atoms of the terminal acetylene in GDYO. The vertical connection of the heterojunction of BP and GDYO is connected by P‐O‐C bond. Experimental and theoretical studies demonstrate that BP‐GDYO incorporates interfacial and structural engineering features, including built‐in electric fields, chemical bond interactions, and maximized nanospace confinement effects. Therefore, BP‐GDYO exhibits improved electrochemical kinetics and enhanced structural stability. Moreover, through ex‐ and in‐situ studies, we clarified the lithiation mechanism of BP‐GDYO, highlighting that the introduction of GDYO inhibits the shuttle/dissolution effect of phosphorus intermediates, hinders volume expansion, provides more reactive sites, and ultimately promotes reversible lithium storage. The BP‐GDYO anode exhibits lithium storage performance with high‐rate capacity and long‐cycle stability (602.6 mAh g−1 after 1000 cycles at 2.0 A g−1). The proposed interfacial and structural engineering are universal and represents a conceptual advance in building high‐performance LIBs electrode.This article is protected by copyright. All rights reserved