Increasing energy demand calls for high‐performance lithium‐ion batteries with good low‐temperature resilience. Conventional intercalation cathodes pose problems such as sluggish interfacial Li‐ion transportation and slow diffusion in bulk electrode at low temperature, hindering their application in cold environment. Prussian blue analogues (PBA) with open framework structure provide viable fast kinetics for low‐temperature operation. Herein, a Mn‐based PBA (MnHCF@CNT composite) is synthesized and forms a unique necklace‐like conductive network by nucleating MnHCF nanoparticles on carbon nanotubes (CNT). Such features endow it with surface‐controlled intercalation pseudocapacitive behavior and high diffusion coefficient of Li+, which shows a high capacity of 103 mAh g−1 at the rate of 20C. Moreover, interfacial pseudocapacitance and fast bulk Li+ diffusion help realize excellent low‐temperature performance, which obtains high capacity of 117 mAh g−1 (corresponding to a capacity retention of 73%) under −40 °C and keeps 52% of its capacity at −70 °C. Full cell based on MnHCF@CNT cathode and Nb2O5 anode can exhibit 57% of its capacity at −40 °C. This research takes a further step toward developing cathode material at low temperature and provides feasible design for battery under subzero environment.