Sodium batteries, encompassing sodium‐ion batteries (SIBs) and sodium metal batteries (SMBs), have emerged as a significant trend in the advancement of secondary batteries owing to the natural abundance and economical characteristics of sodium. Despite significant strides in enhancing the electrochemical performance of sodium batteries, understanding their sodium storage mechanism and the factors contributing to capacity degradation remains a challenge. The utilization of in situ transmission electron microscopy (TEM) enables direct observation and a comprehensive investigation of the structure and chemical evolution of electrodes and interfaces during dynamic electrochemical processes. This review first systematically explores the fundamental mechanism of in situ TEM in the context of rechargeable batteries. Then, recent advancements in applying in situ TEM to sodium batteries including SIBs and SMBs are detailed. Finally, this review emphasizes potential opportunities and challenges for the future development of in situ TEM in the realm of sodium batteries, highlighting its significance in unraveling crucial aspects of their operation and guiding further advancements in the field.