Two‐dimensional (2D) heterostructured materials, combining the desired advantages of individual 2D materials and eliminating the associated shortcomings, have inspired great interest in electrochemical energy storage applications. But searching a highly efficient and practical method for preparing 2D heterostructures as electrode materials is still challenging. Herein, a 2D MoS2/graphene (GR) heterostructure is synthesized through a facile and accessible self‐assembly method, which includes adsorbing ammonium thiomolybdate onto graphene oxide (GO) surface via electrostatic attraction and subsequently annealing the precursor to heterostructure. A high loading amount (86.2 %) of unilaminar MoS2 nanosheets lie on the GR sheets forming a face‐to‐face structure, and the MoS2 nanosheets exhibit a largely expanded interlayer spacing (1.0–1.2 nm) resulting from the alternately stacked structure during self‐assembly process. As a Li‐ion intercalation host, this unique MoS2/GR heterostructure exhibits pseudocapacitance‐dominated characteristics with superior kinetic performances and extremely high structural stability. These characteristics afford MoS2/GR heterostructure remarkable rate capability (155.6 mAh g−1 at 4 A g−1; 119.3 mAh g−1 at 16 A g−1) and a durable reversible capacity (over 5000 cycles). This method is suitable for mass production of MoS2/GR heterostructure and paves a way for utilizing 2D heterostructured materials in Li‐ion or other metal ion batteries.