G‐protein‐coupled receptors (GPRs) are critical regulators of various biological behaviors, and their role in gastric cancer (GC) progression is gaining increasing attention. Among them, the immune regulatory mechanisms mediated by chemokine receptor 4 (CXCR4) remain insufficiently understood. This study aims to explore the immune regulatory functions of CXCR4 and the heterogeneity of the tumor microenvironment (TME) by examining GPR‐related gene expression in GC. Through multi‐omics approaches, including spatial transcriptomics and single‐cell RNA sequencing, we investigated the oncogenic mechanisms of CXCR4, particularly its role in T cell immune exhaustion. In vitro experiments, including ELISA, PCR, CCK8 assays, cell scratch assays, and colony formation assays, were used to validate the role of CXCR4 in the migration and invasion of AGS and SNU‐1 cell lines. CXCR4 silencing using siRNA further demonstrated its regulatory effects on these cellular processes. Our results revealed a strong correlation between elevated CXCR4 expression and increased exhaustion of regulatory T cells (Tregs) in the TME. Furthermore, heightened CXCR4 expression was linked to increased TME heterogeneity, driven by oxidative stress and activation of the NF‐κB pathway, promoting immune evasion and tumor progression. Silencing CXCR4 significantly inhibited the invasive and proliferative abilities of AGS and SNU‐1 cells, while also reducing the expression of pro‐inflammatory cytokines IL‐1β and interleukin‐6, thus alleviating chronic inflammation and improving TME conditions. In conclusion, our comprehensive investigation highlights CXCR4 as a key mediator of TME dynamics and immune modulation in GC. Targeting CXCR4 presents a promising therapeutic strategy to slow tumor progression by reducing Tregs‐mediated immune exhaustion and TME heterogeneity, positioning it as a novel therapeutic target in GC treatment.