Sodium‐ion batteries (SIBs) have evoked much attention, benefiting from the advantages of low cost, high safety and excellent performance at low temperature. Especially, Na4Fe3(PO4)2P2O7 (NFPP) cathode is considered to be one of the best candidates for SIBs cathode with abundant resources and long‐term cycling stability. However, the impurities of NaFePO4 (NFP) and Na2FeP2O7 (NFPO) formed synchronously with NFPP which restrict the further application of NFPP. It is meaningful to clear the formation process and regulate the contents of NFP and NFPO. Therefore, NFPP cathodes with different contents of NFP and NFPO were prepared through high energy ball milling cooperated with post‐heat treatment by controlling the Fe concentration in reactants. The NFPP‐2.85 showed the best electrochemical performance because of the high content of NFPP and transition zone between NFPP and NFPO which fasts the Na+ transport kinetics. When employed as cathode for SIBs, the as‐prepared NFPP‐2.85 showed a specific capacity of 111.8 mAh g−1 at 0.1 C and maintained at 68.9 mAh g−1 even at 100 C. The retention ratio was as high as 93.6 % after 1500 cycles at 20 C, implying superior high rate‐long term cycling stability. This work provides a new way for impurities regulation and the improvement of NFPP electrochemical performance.