Power electronics, including those inspired by 5G and 6G revolutions, have escalated the demand for miniaturized energy‐efficient inductor components with higher power density, higher operating frequencies, and smaller device sizes. Recently, cold sintering has proved to be a powerful tool for fabricating ceramics. Here, novel metal–ceramic nanocomposites are prepared by cold sintering for the first time. As a model system, Fe‐based nanocrytalline alloys with NiZn ferrites and α‐Fe2O3 ceramics are cold sintered at 150 °C under a uniaxial pressure of 320 MPa. These nanocomposites illustrate dense microstructures, fine grains, and high electrical resistivities, allowing remarkable high‐frequency performance, such as permeability values of ≈11.5 at frequencies up to ≈1 GHz with corresponding quality factors reaching over 100 at tens of megahertz. The power inductors using the developed composite materials demonstrate low DC resistance (18.35 mΩ), high efficiency (≈98.2%), and high current rating with small form factors far superior to those available as commercial products. The results presented here indicate a dramatic advance in the materials science and development of inductor composite materials for power electronics applications. This synthesis route of metal–ceramic composites shows great potential in fabrication of new composite materials that are targeted for functional components.