All‐solid‐state sodium batteries are particularly attractive for large‐scale energy storage and electric vehicles due to their exceptional safety, abundant resource availability, and cost‐effectiveness. The growing demand for all‐solid‐state sodium batteries underscores the significance of sodium solid electrolytes. However, the existed challenges of sodium solid electrolytes hinder their practical application despite continuous research efforts. Herein, we review recent advancements and the challenges for sodium solid electrolytes from material to battery level. The in‐depth understanding of their fundamental properties, synthesis techniques, crystal structures and recent breakthroughs are presented. Moreover, critical challenges on inorganic sodium solid electrolytes are emphasized, including the imperative need to enhance ionic conductivity, fortifying interfacial compatibility with anode/cathode materials, and addressing dendrite formation issues. Finally, potential applications of these inorganic sodium solid electrolytes are explored in all‐solid‐state sodium batteries and emerging battery systems, offering insights into future research directions.This article is protected by copyright. All rights reserved