The abundance of sodium resources provides the basis for the large‐scale application of sodium‐ion batteries (SIBs) in the field of energy storage. Among the cathode candidates for SIBs, oxide materials stand out because of their ease of synthesis, environmental friendliness and high capacity. According to the crystal structure, oxide cathode materials can be mainly classified as P2, P3, O3 and tunnel phases. Benefiting from the combined advantages of different phases, composite oxide cathode materials have been widely studied due to the enhanced both cycling and rate performance. In this review, we analyzed the three key issues of phase regulation, electrochemical performance and reaction mechanism based on the recent progress for composite oxide cathode materials. The composite oxide cathode materials will be one of the most competitive and attractive cathodes for SIBs.