The development of sodium‐ion battery (SIB) anodes is still hindered by their rapid capacity decay and poor rate capabilities. Although there have been some new materials that can be used to fabricate stable anodes, SIBs are still far from wide applications. Strategies like nanostructure construction and material modification have been used to prepare more robust SIB anodes. Among all the design strategies, the hollow structure design is a promising method in the development of advanced anode materials. In the past decade, research efforts have been devoted to modifying the synthetic route, the type of templates, and the interior structure of hollow structures with high capacity and stability. A brief introduction is made to the main material systems and classifications of hollow structural materials first. Then different morphologies of hollow structural materials for SIB anodes from the latest reports are discussed, including nanoboxes, nanospheres, yolk shells, nanotubes, and other more complex shapes. The most used templates for the synthesis of hollow structrual materials are covered and the perspectives are highlighted at the end. This review offers a comprehensive discussion of the synthesis of hollow structural materials for SIB anodes, which could be potentially of use to research areas involving hollow materials design for batteries.