The magnesium–sulfur (Mg‐S) battery has attracted considerable attention as a candidate of post‐lithium battery systems owing to its high volumetric energy density, safety, and cost effectiveness. However, the known shuttle effect of the soluble polysulfides during charge and discharge leads to a rapid capacity fade and hinders the realization of sulfur‐based battery technology. Along with the approaches for cathode design and electrolyte formulation, functionalization of separators can be employed to suppress the polysulfide shuttle. In this study, a glass fiber separator coated with decavanadate‐based polyoxometalate (POM) clusters/carbon composite is fabricated by electrospinning technique and its impacts on battery performance and suppression of polysulfide shuttling are investigated. Mg–S batteries with such coated separators and non‐corrosive Mg[B(hfip)4]2 electrolyte show significantly enhanced reversible capacity and cycling stability. Functional modification of separator provides a promising approach for improving metal–sulfur batteries.