Binary transition‐metal oxides (BTMOs) with hierarchical micro–nano‐structures have attracted great interest as potential anode materials for lithium‐ion batteries (LIBs). Herein, we report the fabrication of hierarchical cauliflower‐like CoFe2O4 (cl‐CoFe2O4) via a facile room‐temperature co‐precipitation method followed by post‐synthetic annealing. The obtained cauliflower structure is constructed by the assembly of microrods, which themselves are composed of small nanoparticles. Such hierarchical micro–nano‐structure can promote fast ion transport and stable electrode–electrolyte interfaces. As a result, the cl‐CoFe2O4 can deliver a high specific capacity (1019.9 mAh g−1 at 0.1 A g−1), excellent rate capability (626.0 mAh g−1 at 5 A g−1), and good cyclability (675.4 mAh g−1 at 4 A g−1 for over 400 cycles) as an anode material for LIBs. Even at low temperatures of 0 °C and −25 °C, the cl‐CoFe2O4 anode can deliver high capacities of 907.5 and 664.5 mAh g−1 at 100 mA g−1, respectively, indicating its wide operating temperature. More importantly, the full‐cell assembled with a commercial LiFePO4 cathode exhibits a high rate performance (214.2 mAh g−1 at 5000 mA g−1) and an impressive cycling performance (612.7 mAh g−1 over 140 cycles at 300 mA g−1) in the voltage range of 0.5–3.6 V. Kinetic analysis reveals that the electrochemical performance of cl‐CoFe2O4 is dominated by pseudocapacitive behavior, leading to fast Li+ insertion/extraction and good cycling life.