Antimony-based　oxides　with　conversion-alloying/dealloying　mechanism　have　attracted　great　attentions　as　alternative　anode　materials　for　lithium/sodium-ion　batteries　due　to　their　high　theoretical　capacities.　However,　slow　reaction　kinetics,　inherent　poor　conductivity　and　large　volume　change　severely　inhibit　their　practical　application.　Herein,　a　novel　composite　with　FeSbO4-Sb2O4　hetero-nanocrystals　anchored　on　reduced　graphene　oxide　(rGO)　sheets　is　designed　and　successfully　constructed　by　a　facile　solvothermal　method.　The　intense　interaction　between　Fe3+　and　Sb5+　oxidized　from　Sb3+　by　graphene　oxide　(GO)　boosts　priority　formation　of　rutile　FeSbO4　nanoparticles.　And　the　excess　Sb3+　and　Sb5+　subsequently　generate　nano-sized　cervantite　Sb2O4　to　form　FeSbO4-Sb2O4　hetero-interface.　Such　unique　structure　not　only　can　enhance　electrical　conductivity　and　structural　stability　of　electrode,　but　also　shorten　diffusion　distance　of　lithium/sodium　ions　during　discharge/charge　processes.　Moreover,　the　in-situ　generated　Fe　during　electrochemical　reaction　can　boost　lithium/sodium　release　from　Li2O/Na2O.　Attributed　to　the　unique　structure,　the　as-obtained　FeSbO4-Sb2O4/rGO-200　electrode　delivers　greatly　improved　electrochemical　performance　for　both　lithium　and　sodium　storage,　including　large　reversible　capacities,　high　rate　capability,　and　superior　long-term　cycling　stability.　This　work　provides　an　efficient　route　to　rationally　design　and　synthesize　hetero-structural　composites　boosting　lithium-/sodium-storage　properties.