Rechargeable lithium-ion batteries (LIBs), as one of the most important electrochemical energy-storage devices, currently provide the dominant power source for a range of devices, including portable electronic devices and electric vehicles, due to their high energy and power densities. The interest in exploring new electrode materials for LIBs has been drastically increasing due to the surging demands for clean energy. However, the challenging issues essential to the development of electrode materials are their low lithium capacity, poor rate ability, and low cycling stability, which strongly limit their practical applications. Recent remarkable advances in material science and nanotechnology enable rational design of heterostructured nanomaterials with optimized composition and fine nanostructure, providing new opportunities for enhancing electrochemical performance. Here, the progress as to how to design new types of heterostructured anode materials for enhancing LIBs is reviewed, in the terms of capacity, rate ability, and cycling stability: i) carbon-nanomaterials-supported heterostructured anode materials; ii) conducting-polymer-coated electrode materials; iii) inorganic transition-metal compounds with core@shell structures; and iv) combined strategies to novel heterostructures. By applying different strategies, nanoscale heterostructured anode materials with reduced size, large surfaces area, enhanced electronic conductivity, structural stability, and fast electron and ion transport, are explored for boosting LIBs in terms of high capacity, long cycling lifespan, and high rate durability. Finally, the challenges and perspectives of future materials design for high-performance LIB anodes are considered. The strategies discussed here not only provide promising electrode materials for energy storage, but also offer opportunities in being extended for making a variety of novel heterostructured nanomaterials for practical renewable energy applications.