The engineering of advanced materials for lattice‐matched magnetic heterostructures with remarkable magnetoelectric properties is of particular importance for future spintronic devices. Here, epitaxial CuN films with highly tunable lattice constant and resistivity are fabricated. The lattice constant of the CuN films is controlled from 0.362 to 0.388 nm, and the resistivity is varied over a range of more than two orders of magnitude. Lattice‐matched CuN/Co2Fe0.4Mn0.6Si (CFMS) heterostructures are achieved. A dramatic enhancement of the thermal stability of the heterostructure over that of Cu/CFMS is observed. Furthermore, magnetoresistance nanojunctions are fabricated using lattice‐matched CuN spacers, and an enhancement of the magnetoresistance effect at high annealing temperatures is observed. This work shows that the manipulation of the lattice constant and resistivity of CuN films in lattice‐matched heterostructures can be important for engineering future advanced electronic materials for the development of spintronic devices.