Rechargeable sodium-ion batteries (SIBs) have been considered as promising energy storage devices owing to the similar "rocking chair" working mechanism as lithium-ion batteries and abundant and low-cost sodium resource. However, the large ionic radius of the Na-ion (1.07 Å) brings a key scientific challenge, restricting the development of electrode materials for SIBs, and the infeasibility of graphite and silicon in reversible Na-ion storage further promotes the investigation of advanced anode materials. Currently, the key issues facing anode materials include sluggish electrochemical kinetics and a large volume expansion. Despite these challenges, substantial conceptual and experimental progress has been made in the past. Herein, we present a brief review of the recent development of intercalation, conversion, alloying, conversion-alloying, and organic anode materials for SIBs. Starting from the historical research progress of anode electrodes, the detailed Na-ion storage mechanism is analyzed. Various optimization strategies to improve the electrochemical properties of anodes are summarized, including phase state adjustment, defect introduction, molecular engineering, nanostructure design, composite construction, heterostructure synthesis, and heteroatom doping. Furthermore, the associated merits and drawbacks of each class of material are outlined, and the challenges and possible future directions for high-performance anode materials are discussed.