Rechargeable batteries are key in the field of electrochemical energy storage, and the development of advanced electrode materials is essential to meet the increasing demand of electrochemical energy storage devices with higher density of energy and power. Anode materials are the key components of batteries. However, the anode materials still suffer from several challenges such as low rate capability and poor cycling stability, limiting the development of high‐energy and high‐power batteries. In recent years, heterojunctions have received increasing attention from researchers as an emerging material, because the constructed heterostructures can significantly improve the rate capability and cycling stability of the materials. Although many research progress has been made in this field, it still lacks review articles that summarize this field in detail. Herein, this review presents the recent research progress of heterojunction‐type anode materials, focusing on the application of various types of heterojunctions in lithium/sodium‐ion batteries. Finally, the heterojunctions introduced in this review are summarized, and their future development is anticipated.