The orthorhombic CuNb2O6 (O–CNO) is established as a competitive anode for lithium‐ion capacitors (LICs) owing to its attractive compositional/structural merits. However, the high‐temperature synthesis (>900 °C) and controversial charge‐storage mechanism always limit its applications. Herein, we develop a low‐temperature strategy to fabricate a nano‐blocks‐constructed hierarchical accordional O–CNO framework by employing multilayered Nb2CTx as the niobium source. The intrinsic stress‐induced formation/transformation mechanism of the monoclinic CuNb2O6 to O–CNO is tentatively put forward. Furthermore, the integrated phase conversion and solid solution lithium‐storage mechanism is reasonably unveiled with comprehensive in(ex) situ characterizations. Thanks to its unique structural merits and lithium‐storage process, the resulted O–CNO anode is endowed with a large capacity of 150.3 mAh g−1 at 2.0 A g−1, along with long‐duration cycling behaviors. Furthermore, the constructed O–CNO‐based LICs exhibit a high energy (138.9 Wh kg−1) and power (4.0 kW kg−1) densities with a modest cycling stability (15.8% capacity degradation after 3000 consecutive cycles). More meaningfully, the in‐depth insights into the formation and charge‐storage process here can promote the extensive development of binary metal Nb‐based oxides for advanced LICs.