The massive use of fossil fuels is bound to cause irreversible damage to the global ecological environment. New energy sources such as solar, wind, and tidal have the advantages of being clean, non-hazardous, and renewable, and can be used to replace fossil fuels to alleviate the environmental crisis. The development and utilization of green energy have led to the rapid development of electrochemical energy storage and conversion technologies to store clean and renewable energy in the grid. Lithium-ion batteries, one of the most successful secondary ion batteries in energy storage, have been used in various electronic products, but expensive and scarce raw material resources limit their applications in the field of large-scale energy storage equipment. Therefore, the search for inexpensive secondary ion batteries with excellent performance is one of the hot research topics nowadays. As a new type of secondary ion battery, sodium-ion battery not only has a similar working principle as a lithium-ion battery but also features low cost, high resource abundance, and high reversible capacity. The extensive exploration by researchers is expected to make it a successful alternative to lithium-ion batteries for commercial production. This work mainly reviews the progress of the research on the performance of sodium-ion battery anode materials, firstly, the three mechanisms of sodium storage in the anode materials, namely the intercalation reaction, alloying reaction, and conversion reaction, are analyzed and summarized according to the different ways of sodium ion storage in the anode materials. Then, according to the performance of sodium-ion battery anode materials, three common modifications of anode materials are summarized: structural modification, elemental doping, and material compounding, and the electrochemical properties of anode materials before and after modification are compared. Then, the research status and problems faced by several key anode materials for sodium-ion batteries, such as carbon-based materials, titanium-based materials, alloy-based materials, conversion-based materials, and organic materials, are highlighted. Finally, the research directions of sodium-ion battery anode materials are prospected based on the actual production and industrial applications.