This study investigates the escape of Mercury's sodium‐group ions (Na+‐group, including ions with m/q from 21 to 30 amu/e) and their dependence on true anomaly angle (TAA), that is, Mercury's orbital phase around the Sun, using measurements from MESSENGER. The measurements are categorized into solar wind, magnetosheath, and magnetosphere, and further divided into four TAA intervals. Na+‐group ions form escape plumes in the solar wind and magnetosheath, with higher fluxes along the solar wind's motional electric field. The total escape rates vary from 0.2 to 1 × 1025 atoms/s with the magnetosheath being the main escaping region. These rates exhibit a TAA dependence, peaking near the perihelion and similar during Mercury's remaining orbit. Despite Mercury's tenuous exosphere, Na+‐group ions escape rate is comparable to other inner planets. This can be attributed to several processes, including that Na+‐group ions may include several ion species, efficient photoionization frequency for elements within Na‐group, etc.