The harsh conditions of large hydrated ion radius of Mg2+ cations and the strong electrostatic interaction with the host material put forward higher requirements for high‐performance aqueous magnesium ion (Mg2+) energy storage devices. Herein, substituted aluminium ions (Al3+) doped α‐MnO2 materials are prepared. The introduction of Al3+ cations adjust the local chemical environment inside the tunnel structure of α‐MnO2 and precisely regulates the diffusion behavior of inserted Mg2+ cations. The shortened oxygens' distance and abundant oxygen defects result in a substantially enhanced elastic migration pattern of Mg2+ cations driven by strengthened electrostatic attraction, which brings the lower diffusion energy barrier, improved reaction kinetics, and adaptive volume expansion as evidenced by Climbing Image‐Nudged Elastic Band density function theory calculations coupled with experimental confirmation in X‐ray photoelectron spectroscopy, electron paramagnetic resonance, and galvanostatic intermittent titration technique. As a result, this rationally designed cathode exhibits a high reversible capacity of 197.02 mAh g‐1 at 0.1 A g‐1 and stable cycle performance of 2500 cycles with 82% retention. These parameters are among the best of Mg‐ion capacitors reported to date. This study offers a detailed insight into the local tunnel structure tunning effect and opens up a new path of modification for tunnel‐type structural materials. [ABSTRACT FROM AUTHOR]