Abstract Quantum size effects and interfacial dimensional interactions enable nanometer‐scale hierarchical heterostructures to adjust band structures by energy level discretization, impurity level formation, and band inversion, allowing for controlled carrier localization and directional relaxation. These unique characteristics show great potential for applications in ferroelectrics, optoelectronics, capacitors, and sensors. Yet, optimizing performance by fine‐tuning the dimensional properties of nanoscale systems, especially size and composition, remains a considerable challenge. Here a dimensionally confined controlled synthesis of hierarchical heterostructures is reported through a pyrolysis‐based metal‐organic framework‐on‐metal‐organic framework (MOF‐on‐MOF) strategy, resulting in continuous metal‐carbon and carbon‐oxide interfaces below 50 nm. Off‐axis electron holography and theoretical calculations are utilized to visualize the dynamic conversion between localized and free electrons, as well as the relaxation processes and high‐density magnetic coupling at the nanoscale. These phenomena are rarely observed in micron‐scale or non‐hierarchical heterostructures. These improvements lead to significantly enhanced magnetic and dielectric properties, allowing for efficient interaction with high‐frequency electromagnetic (EM) fields, as indicated by a loss of bandwidth covering the full C‐band. Future work will explore constructing these interfaces with targeted materials to examine new properties, such as topological behavior, ferrimagnetism, and giant magnetoresistance, with applications in sustainability and optoelectronic technology.