Nanoheterostructures with exquisite interface and heterostructure design find numerous applications in catalysis, plasmonics, electronics, and biomedicine. In the current study, series core–shell metal or metal oxide‐based heterogeneous nanocomposite have been successfully fabricated by employing sandwiched liquid metal (LM) layer (i.e., LM oxide/LM/LM oxide) as interfacial galvanic replacement reaction environment. A self‐limiting thin oxide layer, which would naturally occur at the metal–air interface under ambient conditions, could be readily delaminated onto the surface of core metal (Fe, Bi, carbonyl iron, Zn, Mo) or metal oxide (Fe3O4, Fe2O3, MoO3, ZrO2, TiO2) nano‐ or micro‐particles by van der Waals (vdW) exfoliation. Further on, the sandwiched LM layer could be formed immediately and acted as the reaction site of galvanic replacement where metals (Au, Ag, and Cu) or metal oxide (MnO2) with higher reduction potential could be deposited as shell structure. Such strategy provides facile and versatile approaches to design and fabricate nanoheterostructures. As a model, nanocomposite of Fe@Sandwiched‐GaIn‐Au (Fe@SW‐GaIn‐Au) is constructed and their application in targeted magnetic resonance imaging (MRI) guided photothermal tumor ablation and chemodynamic therapy (CDT), as well as the enhanced radiotherapy (RT) against tumors, have been systematically investigated.