Alloying-type antimony (Sb) is a promising anode of lithium-ion batteries (LIBs) due to its high capacity compared to commercial intercalation-type graphite. However, Sb anodes show unsatisfactory rate performance and poor cycling stability. To address these challenges, covalently-bonded MXene@antimonene (MXene@AME) heterostructure is designed and synthesized. The deliberate combination of the electrostatic-driven self-assembly, custom-designed surface-grafted cationic groups, and a simple annealing treatment produces the AME nanosheets anchored onto conductive MXene matrix via Ti − O − Sb covalent bonding. The synthesized covalently-bonded heterostructure achieves advantageous features of reinforcing the structural stability, alleviating the volume expansion, improving charge transfer kinetics via Ti − O − Sb bonding, and reducing the Li-ion migration energy barrier at the heterointerfaces. Consequently, MXene@AME anode demonstrates outstanding rate capability (346 mAh/g at 10 A/g) and exceptional cyclic stability (retention of 103.4 % after 2,000 cycles at 1 A/g), which are superior to most non-covalently-bonded alloying-type anodes. The lithiation/de-lithiation pathways and Li-ion storage mechanisms are revealed by in-situ potential-electrochemical impedance spectroscopy, in-situ XRD and ex-situ HRTEM, complemented with theoretical analysis. The heterostructure anodes undergo stepwise phase transformations across two states during discharging, followed by a direct reversion to the original phase upon charging, presenting an unusual asymmetric conversion mechanism. Moreover, a full cell was assembled using MXene@AME heterostructure anode and commercial NCM 523 cathode, which shows good rate capability and cyclic stability, proving its feasibility in practical applications.