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Antimony（Sb） has high theoretical specific capacity and moderate reaction potential, but poor cycling stability and rate performance caused by large volume expansion and sluggish reaction kinetics limit its development in alkali‐ion batteries. The construction of carbon/Sb composites can solve this problem, but the traditional single carbon composite and poor Sb/carbon interface have limited promotion. Here, under the guidance of theoretical calculations, a strategy of hierarchical double carbon composite is proposed to enhance the performance of Sb anode, and systematically reveal the lithium/sodium ions (Li+/Na+) storage mechanism of Sb in complex composite system. Sb nanoparticles (Sb NPs) are encapsulated in carbon sphere matrix with strong interfacial chemical bond to form the first level composite material, and then the highly conductive and mechanically strong graphene is used as a three‐dimensional skeleton network to connect the first level composite to form the second level composite material. The hierarchical double carbon/Sb composite exhibits excellent rate (228 mAh g−1 @ 20 A g−1) and long cycling performance (373.7 mAh g−1 @ 2 A g−1 after 2200 cycles, capacity retention of 93.1%). This work may expand structural design and interface regulation of Sb/C composites and providing theoretical guidance for metal anodes development. [ABSTRACT FROM AUTHOR]