Progress in the field of Na‐based batteries strongly relies on the development of new advanced materials. However, one of the main challenges of implementing new electrode materials is the understanding of their mechanisms (sodiation/desodiation) during electrochemical cycling. Operando studies provide extremely valuable insights into structural and chemical changes within different battery components during battery operation. The present review offers a critical summary of the operando X‐ray based characterization techniques used to examine the structural and chemical transformations of the active materials in Na‐ion, Na‐air and Na‐sulfur batteries during (de)sodiation. These methods provide structural and electronic information through diffraction, scattering, absorption and imaging or through a combination of these X‐ray‐based techniques. Challenges associated with cell design and data processing are also addressed herein. In addition, the present review provides a perspective on the future opportunities for these powerful techniques.