In the past 10 years, preeminent achievements and outstanding progress have been achieved on sodium‐ion capacitors (SICs). Early work on SICs focussed more on the electrochemical performance. While it is easy to confirm which specific electrodes exhibit excellent properties, it is difficult to understand the mechanisms which are most promising for the next generation of SICs. From the early research in supercapacitors iterations to the present well‐developed Na‐ion batteries, the evolution of the controversial pseudocapacitive mechanism for SICs has been full of breakthroughs and back tracing steps. Moreover, as the research has progressed and the interests have changed, different emphases on the different subdisciplines (cell configurations, flexible devices, and presodiation technologies) have increased. In this review, first, the electric double layer mechanism, battery‐type mechanism, and the controversial pseudocapacitance mechanism are systematically analyzed and compared. Subsequently, mechanism‐oriented SICs cell configurations with different cathode and anode mechanisms are discussed. Moreover, the characteristics and features of electrode materials in different SICs cell configurations are summarized. Finally, key technologies and possible future developments are discussed. This review summarizes SICs from a broad and macro perspective from mechanisms to cell configurations, from cathodes to anodes, and from history to future, and offers a deep understanding of SICs devices.