Interfacial Na+ behaviors of sodium (Na) anode severely threaten the stability of sodium‐metal batteries (SMBs). This review systematically and in‐depth discusses the current fundamental understanding of interfacial Na+ behaviors in SMBs including Na+ migration, desolvation, diffusion, nucleation, and deposition. The key influencing factors and optimization strategies of these behaviors are further summarized and discussed. More importantly, the high‐energy‐density anode‐free sodium metal batteries (AFSMBs) are highlighted by addressing key issues in the areas of limited Na sources and irreversible Na loss. Simultaneously, recent advanced characterization techniques for deeper insights into interfacial Na+ deposition behavior and composition information of SEI film are spotlighted to provide guidance for the advancement of SMBs and AFSMBs. Finally, the prominent perspectives are presented to guide and promote the development of SMBs and AFSMBs.