Summary Purple corn anthocyanins have rich nutritional value, but anthocyanins have low stability. The main objective of this study was to screen compounds from the common co‐pigments (polysaccharides, organic acids and colloids) that could improve the stability of anthocyanins and to investigate the effect of different co‐pigments on the stability of anthocyanins in purple corn during heat treatment. There were significant differences in copigmentation effects among different types of co‐pigments. The total anthocyanin retention rate of purple corn without co‐pigments was 15.02%. After copigmentation treatment with different compounds, among the polysaccharides, the total anthocyanin retention rates of 15% fructose and 15% glucose were 37.29% and 52.18% respectively. The copigmentation effects of monosaccharides were better than those of disaccharides, sugar alcohols and cyclodextrins. Among the organic acids, the six co‐pigments were all organic acids containing phenolic rings. The retention rates of anthocyanins were 71.47% and 68.21% for 0.06% tannic acid and 0.1% tartaric acid, respectively, indicating high copigmentation effects. The a* value of purple corn was significantly increased after these treatments, indicating that organic acids had stronger copigmentation effects than polysaccharides. In the colloids, the total anthocyanin retention rate of 2.0% pectin was 43.72%, while 0.5% guar gum had a retention rate of 9.82%. However, low concentrations of guar gum promoted the degradation of anthocyanins, indicating weak copigmentation effects for colloids.