Boosting the ultralow temperature (below −30 °C) performance of Na‐ion hybrid capacitors (SIHCs), which integrate the high energy density of batteries with the high output power and long life of supercapacitors, is critical for the application of advanced electronics in extreme environments. However, their low‐temperature performance, especially fast charging capability, is hindered by difficult desolvation and slow pass solid electrolyte interphase (SEI) together with sluggish diffusion within the electrode. Herein, a “single‐solute–single‐solvent” electrolyte is developed and a through‐hole hollow carbon sphere (TH‐HCS) is constructed, and it is demonstrated through theoretical calculations and experimental investigations that the weakly solvated structure and high ionic conductivity facilitate the Na+ transportation at low temperatures, the highly fluorinated SEI facilitates the Na+ migration, and the through‐hole hollow structure alleviates the volume expansion during sodiation, thus ensuring fast kinetics and structural stability. As expected, TH‐HCS using this electrolyte exhibits a high specific capacity of 87.5 mAh g−1 after 11 000 cycles at 1.0 A g−1 and −40 °C. Coupled with activated carbon, the assembled SIHC displays an energy density of 106.1 and 52.0 Wh kg−1 at 25 and −40 °C, respectively, far exceeding the performance of commercial energy storage systems at low temperature.