Heat accumulation within in‐service perovskite solar cells (PSCs) under light irradiation is one imminent threat in deteriorating the persistent power output and long‐term durability. Herein, a novel strategy is reported to remove dissipated heat by improving the thermal conductivity and thermal diffusivity of perovskite film with multi‐walled carbon nanotubes (MWCNTs) as additives. Benefiting from the interaction between perovskite and MWCNTs as well as the accelerated heat transfer kinetics mediated by MWCNTs, this method produces a high‐quality perovskite film with high crystallinity and reduced defects. Meanwhile, the incorporation of MWCNTs self‐cools the operational temperature of final PSC from 42.5 to 38.5 °C to compensate the high temperature‐induced performance reduction. Consequently, a significantly improved efficiency of 11.78% for carbon‐based CsPbIBr2 cell, 15.14% for carbon‐based CsPbI2Br cell, 22.13% and 23.05% for regular and inverted (FA0.83MA0.17)0.95Cs0.05Pb(I0.9Br0.1)3 cells, respectively, is achieved. Apart from the larger power conversion efficiency conservation rate > 94% over 2800 h in air without encapsulation, the optimal device demonstrates significant stability improvement by nearly 1.5‐times after thermal aging at 85 °C for 1300 h and 40‐fold after persistent operation for 350 h, providing a new path for high‐efficiency and stable perovskite platforms.