Room‐temperature sodium‐sulfur (RT Na‐S) batteries are a promising next‐generation energy storage device due to their low cost, high energy density (1274 Wh kg−1), and environmental friendliness. However, RT Na‐S batteries face a series of vital challenges from sulfur cathode and sodium anode: (i) sluggish reaction kinetics of S and Na2S/Na2S2; (ii) severe shuttle effect from the dissolved intermediate sodium polysulfides (NaPSs); (iii) huge volume expansion induced by the change from S to Na2S; (iv) continuous growth of sodium metal dendrites, leading to short‐circuiting of the battery; (v) huge volume expansion/contraction of sodium anode upon sodium plating/stripping, causing uncontrollable solid‐state electrolyte interphase growth and “dead sodium” formation. Various strategies have been proposed to address these issues, including physical/chemical adsorption of NaPSs, catalysts to facilitate the rapid conversion of NaPSs, high‐conductive materials to promote ion/electron transfer, good sodiophilic Na anode hetero‐interface homogenized Na ions flux and three‐dimensional porous anode host to buffer the volume expansion of sodium. Heterostructure materials can combine these merits into one material to realize multifunctionality. Herein, the recent development of heterostructure as the host for sulfur cathode and Na anode has been reviewed. First of all, the electrochemical mechanisms of sulfur cathode/sodium anode and principles of heterostructures reinforced Na‐S batteries are described. Then, the application of heterostructures in Na‐S batteries is comprehensively examined. Finally, the current primary avenues of employing heterostructures in Na‐S batteries are summarized. Opinions and prospects are put forward regarding the existing problems in current research, aiming to inspire the design of advanced and improved next‐generation Na‐S batteries.