Sodium‐ion batteries (SIBs) have emerged as one of the most promising and competitive energy storage systems due to abundant sodium resources and its environmentally friendly features. However, further improvements in the engineering of the SIB electrode/electrolyte interphase—which directly determines the Na‐ion transfer behavior, material structure stability, and sodiation/desodiation property—are highly recommended to meet the continuously increasing requirements for secondary power sources. Reasonably speaking, to promote SIBs, the advanced and controllable interphase/electrode engineering approach exhibits promise by rationally designing the bulk electrode and generating a well‐defined interphase. Atomic layer deposition (ALD) technology, with atomic‐scale deposition, superior uniformity, excellent conformality, and a self‐limiting nature, is thus expected to address the current challenges facing SIBs in terms of low energy density, limited cycling life, and structural instability, and to promote innovations such as multifunctional electrodes and nanostructured materials for advanced SIBs. This review summarizes and discusses the most recent advancements in the interphase engineering of SIBs by ALD via modifying traditional electrodes and designing advanced electrodes (such as 3D, organic, and protected sodium metal electrodes). Furthermore, based on the recent critical progress and current scientific understanding, future perspectives for the engineering of next‐generation SIB electrodes by ALD can be provided.