Sodium‐ion batteries (SIBs) have become one of the most promising candidates for large‐scale energy storage applications. Metal chalcogenides anode materials based on alloying or conversion reactions are widely studied because of their high theoretical capacities and rich redox reactions. However, their intrinsic limitations such as high voltage hysteresis and large volume expansion hinder their further applications. The construction of heterostructures has become an attractive strategy to alleviate the above issues. The formation of built in electric fields (BIEFs) at the heterointerfaces will accelerate the migration of Na+ and electrons. Moreover, heterostructures can also enhance the structural stability, generate more active sites and provide additional capacity. It is worth noting that heterointerfacial properties play a significant role in promoting the overall electrochemical performance of the heterostructures. However, a systematic understanding of their interfacial engineering is currently lacking. This article reviews the research progress of metal chalcogenides‐based heterostructure anode materials in the near term. First, the definition, classification and the roles of heterostructures are introduced. Second, the detailed research progress of the metal chalcogenide‐based heterostructures anodes in SIBs is discussed. Finally, the future prospects and potential research directions of the heterostructures for batteries are discussed.