Rechargeable sodium-ion batteries (SIBs) are considered as the next-generation secondary batteries. The performance of SIB is determined by the behavior of its electrode surface and the electrode–electrolyte interface during charging and discharging. Thus, the characteristics of these surfaces and interfaces should be analyzed to realize large-scale energy storage systems with high energy density and long-cycle stability. Although various studies have investigated the properties of electrode materials, few studies have focused on the construction of stable and efficient SIB interfaces, and even fewer have explored the mechanisms of interfacial effects; however, the strategies of regulating interfacial effects are yet to be completely developed. Moreover, the results obtained thus far are insufficient to draw systematic conclusions. The present study reviews the literature on the mechanism of interfacial effects in Na+ storage devices. The interfaces in a sodium-ion storage device include a heterogeneous interface between electrode materials, a solid electrolyte interphase, and a cathode electrolyte interphase. The interfacial effects during the intercalation, transformation, and alloy reactions and the resulting overall battery performance were theoretically analyzed. In this review, we aim to provide a theoretical basis for optimizing the structures of electrode surface and electrode–electrolyte interface to optimize the performance of SIBs. In addition, the challenges of investigating interfacial effects and several possible helpful methods and opportunities for studying the mechanisms of interfacial effects in SIBs will be presented.