The anode/electrolyte interface behavior, and by extension, the overall cell performance of sodium‐ion batteries is determined by a complex interaction of processes that occur at all components of the electrochemical cell across a wide range of size‐ and timescales. Single‐scale studies may provide incomplete insights, as they cannot capture the full picture of this complex and intertwined behavior. Broad, multiscale studies are essential to elucidate these processes. Within this perspectives article, several analytical and theoretical techniques are introduced, and described how they can be combined to provide a more complete and comprehensive understanding of sodium‐ion battery (SIB) performance throughout its lifetime, with a special focus on the interfaces of hard carbon anodes. These methods target various length‐ and time scales, ranging from micro to nano, from cell level to atomistic structures, and account for a broad spectrum of physical and (electro)chemical characteristics. Specifically, how mass spectrometric, microscopic, spectroscopic, electrochemical, thermodynamic, and physical methods can be employed to obtain the various types of information required to understand battery behavior will be explored. Ways are then discussed how these methods can be coupled together in order to elucidate the multiscale phenomena at the anode interface and develop a holistic understanding of their relationship to overall sodium‐ion battery function.