In recent years, with the large‐scale commercial application of lithium‐ion batteries, the shortage of lithium resource reserves and the rising price limit its development. The sodium‐ion batteries as a new type of secondary chemical power supply, with ample resources, high safety, as well as great electrochemical performance, are expected to form complementary with Lithium‐ion batteries in the domain of extensive electrochemical energy storage and low‐velocity electric vehicles. However, due to its low energy density, it remains challenging to develop high‐performance sodium‐ion batteries. As is well‐known, the cathode material is the essential factor affecting the performance of sodium‐ion batteries. In order to solve these questions, cathode modification of sodium‐ion batteries aroused wide concern for improving the electrochemical performance. Here, the authors first discuss the challenges of sodium‐ion batteries, and review the energy storage mechanism and the causes of the low energy density. Then, recent studies on cathode modification are summarized based on the mainstream cathode materials in sodium‐ion batteries including sodium‐based transition‐metal oxides, polyanionic compounds, and Prussian blue analogues. Finally, the prospects of sodium‐ion batteries are proposed, which provides promising strategies for the development and practical application of cathode materials in the future.