Metal chalcogenide-based cathodes are crucial for the development of rechargeable magnesium batteries, yet the strong electrostatic interactions of Mg 2+ result in slow ion transport and high polarization. The Mg 2+ /Li + hybrid battery holds promise for enhancing the energy storage capability. Herein, we establish a system that utilizes (Co,Cu)Se 2 /CoSe x heterostructure grown on carbon cloth as the cathode and APC-LiCl as a dual-salt electrolyte to achieve high reversible capacity, enhanced cyclic stability, and impressive rate performance. First-principles calculations and kinetic analyses are employed to uncover that constructing the heterointerface stimulates the formation of an intrinsic electric field and high-density electron flows, thereby accelerating charge transfer and ion diffusion processes. Finite element simulations further demonstrate that the heterostructure effectively alleviates stresses associated with magnesiation/lithiation to enhance the structural integrity of the material. Moreover, the multistep reaction unveils a stepwise structural transformation pathway. This study initiates a new chapter in designing heterointerface strategies for advanced energy storage devices.