Sodium-ion batteries are excellent candidates for next-generation large-scale energy storage, but their performance is not yet comparable to high-level rechargeable batteries. Therefore, the development of Na-storage materials with excellent performance is crucial. Recently, high-entropy materials have gained attention due to their multi-component synergistic effect and adjustable energy storage characteristics. This is expected to overcome the comprehensive performance bottleneck of traditional materials, providing new opportunities for accelerating the development of Na-storage materials. This review summarizes the latest research results of high-entropy strategy in the field of sodium-ion batteries, including cathode, anode, and solid electrolyte. The review provides an in-depth understanding of the structural changes and performance advantages of high-entropy materials and provides a detailed introduction to the key role of high-entropy strategy in maintaining structural stability, suppressing irreversible phase transitions, and improving ion transport. Finally, we present several understandings of the future challenges and opportunities that high-entropy Na-storage materials. Some enlightening guidance is provided for further research on high-entropy substitution strategy for Na-storage materials.