Constructing　heterogeneous　nanostructures　is　an　efficient　strategy　to　improve　the　electrical　and　ionic　conductivity　of　metal　chalcogenide‐based　anodes.　Herein,　ZnS/SnO2　quantum　dots　(QDs)　as　p‐n　heterojunctions　that　are　uniformly　anchored　to　reduced　graphene　oxides　(ZnS‐SnO2@rGO)　are　designed　and　engineered.　Combining　the　merits　of　fast　electron　transport　via　the　internal　electric　field　and　a　greatly　shortened　Li/Na　ion　diffusion　pathway　in　the　ZnS/SnO2　QDs　(3–5 nm),　along　with　the　excellent　electrical　conductivity　and　good　structural　stability　provided　by　the　rGO　matrix,　the　ZnS‐SnO2@rGO　anode　exhibits　enhanced　electronic　and　ionic　conductivity,　which　can　be　proved　by　both　experiments　and　theoretical　calculations.　Consequently,　the　ZnS‐SnO2@rGO　anode　shows　a　significantly　improved　rate　performance　that　simple　counterpart　composite　anodes　cannot　achieve.　Specifically,　high　reversible　specific　capacities　are　achieved　for　both　lithium‐ion　battery　(551 mA h g−1　at　5.0 A g−1,　670 mA h g−1　at　3.0 A g−1　after　1400　cycles)　and　sodium‐ion　battery　(334 mA h g−1　at　5.0 A g−1,　313 mA h g−1　at　1.0 A g−1　after　400　cycles).　Thus,　this　strategy　to　build　semiconductor　metal　sulfides/metal　oxide　heterostructures　at　the　atomic　scale　may　inspire　the　rational　design　of　metal　compounds　for　high‐performance　battery　applications.