Cobalt phosphide (CoP) has been emerging as alternative lithium-ion batteries (LIBs) anode in view of the outstanding thermodynamic stability and high theoretical capacity. However, the lithium storage behaviors were impeded by poor cycling and rate performance induced by huge volumetric changes of CoP anodes during Li+ intercalation/deintercalation and the poor reaction kinetics caused by low electronic conductivity. Herein, the uniquely designed hemoglobin-like composites consisting of CoP nanoparticles coated by N, P-doped carbon shell (CoP@PNC) were prepared via a supramolecular self-assembly method, followed by the facile heat treatment process, which presented the amorphous phase. Based on the synergistic effects of rational nano/microstructure, double heterogeneous elements doped carbon substrate and amorphous phase, the transport paths of Li+ and e− were shortened, the electronic conductivity was enhanced, the volumetric changes were effectively alleviated, resulting in outstanding electrochemical performance when applied as anode electrodes. The CoP@PNC electrodes deliver a capacity of 806.8 mAh g−1 after 100 cycles at 0.1 A g−1 and 523.9 mAh g−1 after 3000 cycles at 2.0 A g−1. Furthermore, pseudo-capacitance behavior dominates the storage mechanism of CoP@PNC electrodes based on the quantitative kinetic analysis result that a high ratio of 66% in total capacity at 0.5 mV−1. This work illuminates the route to effectively relieve the huge volumetric changes to improve the electrochemical performance of transition metal phosphide and promote their practical application steps as electrodes for high energy density batteries.