Lithium‐ion batteries with transition metal sulfides (TMSs) anodes promise a high capacity, abundant resources, and environmental friendliness, yet they suffer from fast degradation and low Coulombic efficiency. Here, a heterostructured bimetallic TMS anode is fabricated by in situ encapsulating SnS2/MoS2 nanoparticles within an amphiphilic hollow double‐graphene sheet (DGS). The hierarchically porous DGS consists of inner hydrophilic graphene and outer hydrophobic graphene, which can accelerate electron/ion migration and strongly hold the integrity of alloy microparticles during expansion and/or shrinkage. Moreover, catalytic Mo converted from lithiated MoS2 can promote the reaction kinetics and suppress heterointerface passivation by forming a building‐in‐electric field, thereby enhancing the reversible conversion of Sn to SnS2. Consequently, the SnS2/MoS2/DGS anode with high gravimetric and high volumetric capacities achieves 200 cycles with a high initial Coulombic efficiency of >90%, as well as excellent low‐temperature performance. When the commercial Li(Ni0.8Co0.1Mn0.1)O2 (NCM811) cathode is paired with the prelithiated SnS2/MoS2/DGS anode, the full cells deliver high gravimetric and volumetric energy densities of 577 Wh kg−1 and 853 Wh L−1, respectively. This work highlights the significance of integrating spatial confinement and atomic heterointerface engineering to solve the shortcomings of conversion‐/alloying typed TMS‐based anodes to construct outstanding high‐energy LIBs.