Metal–organic framework‐derived metal phosphides with high capacity, facile synthesis, and morphology‐controlled are considered as potential anodes for lithium/sodium‐ion batteries. However, the severe volume expansion during cycling can cause the electrode material to collapse and reduce the cycle life. Here, novel CoP‐C@MoS2/C nanocube composites are synthesized by vapor‐phase phosphating and hydrothermal process. As the anode of LIBs, CoP‐C@MoS2/C exhibits outstanding long‐cycle performance of 369 mAh g−1 at 10 A g−1 after 2000 cycles. In SIBs, the composite also displays excellent rate capability of 234 mAh g−1 at 5 A g−1 and an ultra‐high the capacity retention rate of 90.16% at 1 A g−1 after 1000 cycles. Through density functional theory, it is found that the S ions and P ions at the interface formed by CoP and MoS2 can serve as Na+/Li+ diffusion channels with an action of van der Waals force, have attractive characteristics such as high ion adsorption energy, low expansion rate and fast diffusion kinetics compared with MoS2. This study provides enlightenment for the reasonable design and development of lithium/sodium storage anode materials composited with MOF‐derived metal phosphides and metal sulfides.