Recently, a new class of 2D materials, i.e., transition metal carbides, nitrides, and carbonitrides known as MXenes, is unveiled with more than 20 types reported one after another. Since they are flexible and conductive, MXenes are expected to compete with graphene and other 2D materials in many applications. Here, a general route is reported to simple self‐assembly of transition metal oxide (TMO) nanostructures, including TiO2 nanorods and SnO2 nanowires, on MXene (Ti3C2) nanosheets through van der Waals interactions. The MXene nanosheets, acting as the underlying substrate, not only enable reversible electron and ion transport at the interface but also prevent the TMO nanostructures from aggregation during lithiation/delithiation. The TMO nanostructures, in turn, serve as the spacer to prevent the MXene nanosheets from restacking, thus preserving the active areas from being lost. More importantly, they can contribute extraordinary electrochemical properties, offering short lithium diffusion pathways and additional active sites. The resulting TiO2/MXene and SnO2/MXene heterostructures exhibit superior high‐rate performance, making them promising high‐power and high‐energy anode materials for lithium‐ion batteries. Transition metal oxide (TMO) nanostructures are self‐assembled on MXene nanosheets in tetrahydrofuran through van der Waals interactions, resulting in novel TMO/MXene heterostructures. Due to remarkable morphological and functional synergy, the TMO/MXene heterostructures exhibit superior high‐rate performance, which rank them as promising anode materials for fast and stable lithium storage.