Core–shell heterojunction structure is a feasible approach to optimize the optoelectronic performance of devices by combining the advantages of different materials. In this work, GaN/AlN core–shell heterojunction microwire‐based photodetector (PD) has been fabricated, and appropriate epitaxy growth of AlN can improve the performances of PDs. Compared with pure GaN microwire device, the enhanced responsivity, sensitivity, detectivity, and external quantum efficiency value of 4160 A W−1, 1.88 × 107%, 3.93 × 1012 Jones, and 4.07 × 106% are obtained with 5 nm thick AlN. Meanwhile, a rise/decay time of 25/16 ms is possessed. In addition, the responsivity and detectivity are increased with an acceptable decrease in sensitivity when the exciting light intensity decreases. The effective advances of PDs are benefited from the increased Schottky barrier height, the built‐in electric field that promotes the separation of photogenerated electron‐hole pairs, and direct heteroepitaxial growth high crystal quality GaN/AlN core/shell structure, which will effectively passivate the surface of GaN microwire by covering AlN. This study sheds some light on fabricating high‐performance microwire‐based PDs.