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Heterojunctions in electrode materials offer diverse improvements during the cycling process of energy storage devices, such as volume change buffering, accelerated ion/electron transfer, and better electrode structure integrity, however, obtaining optimal heterostructures with nanoscale domains remains challenging within constrained materials. A novel in situ electrochemical method is introduced to develop a reversible CuSe/PSe p‐n heterojunction (CPS‐h) from Cu3PSe4 as starting material, targeting maximum stability in potassium ion storage. The CPS‐h formation is thermodynamically favorable, characterized by its superior reversibility, minimized diffusion barriers, and enhanced conversion post K+ interaction. Within CPS‐h, the synergy of the intrinsic electric field and P‐Se bonds enhance electrode stability, effectively countering the Se shuttling phenomenon. The specific orientation between CuSe and PSe leads to a 35° lattice mismatch generates large space at the interface, promoting efficient K ion migration. The Mott‐Schottky analysis validates the consistent reversibility of CPS‐h, underlining its electrochemical reliability. Notably, CPS‐h demonstrates a negligible 0.005% capacity reduction over 10,000 half‐cell cycles and remains stable through 2,000 and 4,000 cycles in full cells and hybrid capacitors, respectively. This study emphasizes the pivotal role of electrochemical dynamics in formulating highly stable p‐n heterojunctions, representing a significant advancement in potassium‐ion battery (PIB) electrode engineering. [ABSTRACT FROM AUTHOR]