One of the key challenges for high‐performance proton‐conducting solid oxide fuel cells (H‐SOFCs) is the mismatch in thermal expansion coefficients (TEC) between the cathode and electrolyte. While incorporating negative thermal expansion (NTE) materials can mitigate this issue, mechanical mixing often weakens cathode strength. To address this, a TEC gradient cathode is proposed and successfully implemented by co‐sintering PrBa(Co0.7Fe0.3)2O5‐δ(PBCF) with Y2W3O12 (YWO) in this work. In this work, Ba atoms at the A‐site of PBCF migrated from the lattice, generating A‐site defects. The resulting BaWO4 and Y10W8O21 phases, which have low TEC, are uniformly distributed between PBCF and YWO, forming a TEC gradient composite cathode. In addition, the transition phase captures the A‐site element Ba in the electrolyte layer, optimizing the electrolyte‐cathode interface. The composite cathode exhibits a reduced TEC, closely matching that of the electrolyte, significantly enhancing interface bonding, thereby providing a lower ohmic resistance of 0.051 Ω cm2 and a higher power density of 1.88 W cm−2 at 700 °C. Remarkably, thermal cycling tests conducted under temperature switching conditions demonstrate the composite cathode's long‐term thermal and chemical stability.