The pore structure of hard carbon has an important influence on its sodium storage performance. Herein, pitch‐derived hard carbons with different pore structures have been prepared via the combination of physical activation and vapor carbon coating. It reveals that the open pores favor the slope capacity while the closed pores can promote the plateau capacity, which consolidates the pore‐filling mechanism of hard carbon during the sodium storage in the plateau region. HC1400‐5 h@PP with rich closed micropores can deliver a reversible specific capacity of 299.1 mAh g −1 with initial Coulombic efficiency of 81.1%. The plateau capacity accounts for 66.6% of the total capacity. Ex situ Raman and galvanostatic intermittent titration investigations show that there exists an energy barrier for the Na deposition in the closed pores, leading to the rapid decay of plateau capacity at a high current density.