The MXene‐based heterostructures have recently attracted great interest as anode materials for sodium‐ion batteries (SIBs). Nonetheless, the complicated and harsh preparation process impedes their further commercialization. Herein, a novel, safe, low‐destructive, and universal strategy for rationally fabricating Ti3C2Tx MXene/transition metal sulfides (MSy) heterostructures is presented via Lewis acidic molten salts etching and subsequent in situ sulfurization treatment. Benefiting from the interfacial electronic coupling between highly conductive Ti3C2Tx MXene (Tx = O and Cl) and MSy (M = Fe, Co and Ni), the heterostructures possess remarkably improved electronic conductivity, promoted Na+ migration kinetics, and robust architectures. As a proof‐of‐concept demonstration, the Ti3C2Tx/FeS2 heterostructure demonstrates outstanding rate performance (456.6 mAh g−1 at 10 A g−1) and long‐term cyclic stability (474.9 mAh g−1 after 600 cycles at 5 A g−1) when serving as SIB anodes. Impressively, a sodium‐ion full battery with Ti3C2Tx/FeS2 anode delivers an excellent reversible capacity of 431.6 mAh g−1 after 1000 cycles at 3 A g−1. Moreover, the dual sodium storage behavior of Ti3C2Tx/FeS2 heterostructure and underlying mechanism toward exceptional electrochemical performance are revealed by comprehensive characterizations and theoretical calculations. Based on the full utilization of molten salt etching products, the present work offers new insight into the fabrication of MXene‐based heterostructures. A series of Ti3C2Tx MXene/MSy heterostructures (Tx = O and Cl, M = Fe, Co, and Ni) are fabricated by directly vulcanizing Ti3C2Tx/metal hybrids obtained by etching a Ti3AlC2 MAX precursor with various Lewis acidic molten salts, which is a simple, safe, low‐destructive, and general strategy. The heterostructures present superior electrochemical performance as anode materials for sodium‐ion batteries derived from the interfacial electronic coupling effect.