Abstract Sodium‐ion batteries (NIBs) emerge as promising alternatives to lithium‐ion batteries due to sodium's abundance, low cost, and sustainability. However, NIBs face challenges such as lower energy density, electrode material compatibility, and long‐term stability. Anode‐free sodium batteries (AFNBs) address these limitations by eliminating the pretreatment anode, using a current collector for sodium plating and stripping, thus increasing energy density and simplifying manufacturing. Several types of AFNBs, including anode‐free Na‐metal, Na‐solid‐state, and Na‐air/CO 2 batteries, are under development, each targeting specific electrochemical challenges. Na‐metal batteries offer high specific energy but suffer from sodium dendrite formation and unstable solid‐electrolyte interphase (SEI). Na‐solid‐state batteries enhance safety and energy density but face issues with high interfacial resistance and limited ionic conductivity. Na‐air/CO 2 batteries promise exceptional energy densities but are still in the early stages, struggle with Na lose and stability concerns. Interface engineering plays a crucial role in overcoming these challenges, particularly by controlling Na deposition, stabilizing the SEI, and minimizing side reactions. Research focuses on optimizing the interface through surface modifications, electrolyte composition, and protective coatings to suppress dendrite formation and enhance cycling stability. This review highlights the latest advancements in interface engineering and explores future directions for AFNBs, aiming to develop high‐energy‐density, durable, and safe sodium‐based energy storage systems.