Shear‐wave velocity (Vs) structures can reveal the shallow sediment thickness and deep tectonic features of buried faults and geological units. They are important for reducing seismic and geological disasters in urban areas. Based on ambient noise data from the Tongzhou dense array (919 seismographic stations), we obtain a fine shallow‐deep (0–5 km) 3D Vs model, by jointly inverting the phase‐velocity dispersions of Rayleigh waves, including short‐period (0.3–2 s) multimode dispersions using the frequency‐Bessel transform method and the long‐period (2–6 s) fundamental‐mode dispersions using the fast marching method. Our results show that the Vs inhomogeneities agree well with the distribution of geological units. We use the 1 km/s isodepth of Vs as the reference thickness of quaternary sediments. Fengbo sag (FBS) and Dachang sag (DCS), which mainly show low velocity and density, have thick sediment thicknesses (approximately 550–600 and 320–420 m, respectively). The NE high‐velocity belt in Daxing high (DXH) has a thinner sediment thickness (∼230 m). Thus, FBS and DCS have a greater risk of earthquake hazards owing to the strong amplification effects of ground motion. Additionally, Vs distribution in the FBS, DCS, DXH, and Yanshan Fold Belt are spatially related to the medium density and buried faults (Nanyuan‐Tongxian, Daxing, and Xiadian faults). We infer that the Vs structures are associated with the controlling effects of these large normal faults and inhomogeneous strata density. The discontinuity of the NE high‐velocity belt in DXH probably results from the intense tectonic activity of Nankou‐Sunhe fault.