Sodium-ion batteries (SIBs) have been widely explored by researchers because of their abundant raw materials, uniform distribution, high-energy density and conductivity, low cost, and high safety. In recent years, theoretical calculations and experimental studies on SIBs have been increasing, and the applications and results of first-principles calculations have aroused extensive interests worldwide. Herein, the authors review the applications of density functional (DFT) theory in cathode materials for SIBs, summarize the applications of DFT in transition-metal oxides/chalcogenides, polyanionic compounds, Prussian blue, and organic cathode materials for SIBs from three aspects: diffusion energy barrier and diffusion path, energy calculation and structure, and electronic structure. The relationship between the structure and performance of the battery material will be comprehensively understood by analyzing the specific working principle of battery material through theoretical calculation and combining with high-precision experimental characterization technologies. Selecting materials with good performance from a large number of electrode materials through theoretical calculation can avoid unnecessary complex experiments and instrument characterizations. With the gradual deepening of research, the DFT calculation will play a greater role in the sodium-ion battery electrode field.