Iron phosphide (FeP) is a promising electrochemical energy storage material due to easy to obtain and high theoretical capacity. However, the intrinsic poor conductivity and the large volume change during charging and discharging process, result in a sharp decline in capacity and short cycle life for FeP. In this work, the FeP/C/CNT nanocomposite was synthesized efficiently and conveniently by one‐step solid‐phase synthesis method. Amorphous carbon‐coated FeP particles are embedded in a three‐dimensional network structure composed of highly conductive carbon nanotubes, drastically enhancing the conductivity of FeP and reducing the volume expansion during charging and discharging. In the three‐electrode system, the FeP/C/CNT composites showed good electrochemical performance, with a specific capacity as high as 124.4 mAh g−1 at 1 A g−1. Meanwhile, the constructed Ni2P@C/CNT//FeP/C/CNT asymmetric supercapacitor delivered a high energy density (70.73 Wh kg−1), power density (7.9 kW kg−1) and a long cycle life (10000 cycles). In addition, as served as an anode material in the lithium ion battery, the FeP/C/CNT composite also displayed as high as 601.8 mAh g−1of specific capacity at 0.1 A g−1 and a good cycle stability, showing superior electrochemical performance. The above work provides a promising composite material for supercapacitors and lithium ion batteries. Moreover, the solid‐state preparation methods can provide a reference for the synthesis of transition metal phosphides.