Heterostructures are an important class of materials with desirable size, morphology, and functionality because of their promising applications in biosensor and photonic communication device. However, no such technology of synthesizing heterojunctions is as convenient as electric welding. Particularly, synthesizing heterojunctions with large lattice‐mismatch has been subjected to a great challenge. Herein, the hybrid heterojunction structures are obtained by in situ chemical transformation from fluoride to oxyfluoride via a laser irradiation‐welding approach (LIWA). Single NaYbF4:Ho3+@YbOF:Ho3+ heterojunctions with unique morphologies including hollow spheres, lollipops and sponge‐like plates, are successfully prepared by deliberate control over precursor particles and light welding parameters. These unique luminescent heterojunctions can not only integrate distinctive properties of fluoride and oxide, but also exhibit the unprecedented convenience for color tunability. This work provides an ultrafast LIWA for the fabrication of lattice‐mismatched heterojunctions in seconds, and LIWA allows tunable laser parameters to control the microstructures and characteristics of heterojunctions for widespread applications.