A family of lanthanide‐based inorganic–organic hybrids, [Ce4(PDA)4(H2O)9(SiW12O40)]·6H2O (1, PDA = 1,10‐phenanthroline‐2,9‐dicarboxylic acid), [Nd5(PDA)5(H2O)13(OH)(SiW12O40)]·8H2O (2), [Sm3(PDA)2(H2O)13(OH)(SiW12O40)]·16.5H2O (3), and [Dy4(PDA)4(H2O)11(SiW12O40)]·7H2O (4), has been hydrothermally synthesized with the [SiW12O40]4– Keggin‐type anion as a building block. Characterization by IR spectroscopy, elemental analysis, thermogravimetric analysis (TGA), and single‐crystal X‐ray diffraction revealed that 1–4 are all coordination polymers with different structural features owing to the lanthanide‐contraction effect. Compound 1 is composed of cationic layers interconnected by Keggin anions in three dimensions. Compounds 2 and 3 are 1D rectangular tubelike and 1D ladderlike coordination polymers, respectively. The Keggin anion appears to play a different role in each of these hybrid structures, as its coordination mode varies between mono‐, bi‐, and tetradentate in 3, 1, and 2, respectively. In 4, the Keggin anions only reside in the interspace between two adjacent 2D cationic layers as discrete counterions. Magnetic measurements indicate that 4 exhibits frequency‐dependent alternating‐current (ac) magnetic susceptibilities indicative of slow relaxation of the magnetization.