Natural molybdenite (MoS2) displays large interlayer distance and rich electrochemical activities, but suffers from the complex preparation process with serious pollution. MoS2, as the low‐cost resources, have captured numerous attentions as first‐hand energy‐storage materials. However, they are still limited by the shuttling of polysulfide and side reactions. Through the in situ solution deposition and thermochemical methods, molybdenite@La2O3 is successfully prepared with the formation of MoSLa bonds in the interfaces. La2O3, as the important catalyst, is uniformly distributed on the surface of molybdenite, which serves vital roles in the redox reversibility. Owing to the fascinating architecture, the as‐obtained samples deliver a considerable capacity of 803.1 mA h g−1, with high coulombic efficiency of 86.32%. After 500 cycles, the capacity increases up to ≈1200 mA h g−1. Even at 5.0 A g−1, its capacity can be remained ≈550 mA h g−1after 100 cycles. Assisted by the detailed kinetic behaviors, the improved energy‐storage capability mainly comes from the enhancements of pseudocapacitive behaviors. Moreover, benefiting from the detailed resistance analysis, the existing of La2O3 can induce the evolution of redox reactions stability. Thus, the work is expected to provide effective modified strategy for natural molybdenite in energy‐storage systems.