Defect and interface engineering, which can facilitate exceptional electrochemical stability and activity, are some of the most important strategies in devising electrode materials. However, the complex nanoscale chemistry and structure characteristics make the origin of electrochemical mechanism extremely difficult to understand. To eliminate this issue, the delicately designed 1D tungsten bronze superstructure anode, guided by defect and interface engineering, is successfully prepared for sodium storage to gain insight into the endogenous structure‐property relationships. It can realize the intensely enhanced Na+‐storage performance with a safe operating potential of ≈0.5 V, a high specific capacity of 228 mAh g−1 at 0.1 C and superior rate performance, which is attributed to the rapid electron and ion transfer process induced by abundant heterointerfaces. More importantly, it can convey an ultra‐stable long‐term cycling performance, with the capacity retention close to 90% after 4500 cycles at 5 C and 10000 cycles at 10 C, which can be explained by the inherently zero‐strain characteristic of a novel vacancy‐ordered superstructure in tungsten bronze Ba3.4Nb10O28.4 (BNO). This study reveals the structural origins of defect and interface engineering responsible for electrochemical mechanism, providing critical insight into the design of superior electrode materials.