Ferroferric oxide (Fe₃O₄) as an anode material of lithium-ion battery has been widely investigated due to its high theoretical capacity, environmental friendliness, natural abundance, and low cost. However, it suffers from severe aggregation and volume expansion during energy storage. Herein, we rationally construct an advanced Fe₂N@Fe₃O₄/VN heterostructure via a hydrothermal and followed nitridation process, where the wrapping of conductive Fe₂N on the surface of Fe₃O₄ effectively improves the electron conductivity and alleviates the volume expansion, and VN inhibits the agglomeration of Fe₂N@Fe₃O₄. Benefiting from the dual conductive confinements and promoted interfacial charge transfer, the Fe₂N@Fe₃O₄/VN heterojunction exhibits excellent rate capability and cycling stability. It possesses the highest reversible capacity of 420.8 mAh g⁻¹ at 1 A g⁻¹ after 600 cycles, which is three times that of Fe₃O₄. Furthermore, a full cell based on a Fe₂N@Fe₃O₄/VN anode and a LiFePO₄ cathode delivers considerable electrochemical performance. This work demonstrates that Fe₂N@Fe₃O₄/VN is a potential anode material and provides a model in constructing other high-performance electrode materials.