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Silicon‐germanium nanostructures are promising anode materials for high stability, high capacity, and fast cycling Li‐ion batteries. In this work, we report on the outstanding performance of new SiGe/Si core@shell nanoparticle heterostructures synthetized in one step by laser pyrolysis of silane and germane. By tuning the silane to germane ratio, the composition of Si100‐xGex alloy was readily adjusted. Nanoparticles with x=0, 20, 47, 77, and 100 were investigated and the composition of each alloy (including internal mixed phases) was confirmed by X‐ray diffraction and energy‐dispersive X‐ray spectroscopy. The electrochemical performances of the Si100‐xGex alloys were evaluated by cycling half cell batteries from C/5 to 5 C. The optimal trade‐off between stability and capacity was obtained in Si53Ge47 core shell nanoparticles alloy. This material exhibits the best performance reported so far for SiGe compounds, with a reversible specific capacity of 1695 mAh.g−1 after 60 cycles (90 % of its initial value). The (de)alloying properties of this optimal Si53Ge47 heterostructure were followed by operando synchrotron WAXS measurements, suggesting sequential lithiation of the various phases present in the material. The alloying process, combined with the realization of peculiar nanostructures composed of a Ge‐rich core and a Si‐rich shell, therefore allow to reach electrochemical properties suited for a practical application in energy storage device. [ABSTRACT FROM AUTHOR]