Recently, the super-huge Zhundong coalfields located in the Xinjiang province, PR China are raising more and more coal-related fundamental interest. With the proven reserve over 390 billion tons, the Zhundong coalfields have been the largest intact coalfields across PR China. The typical features of these coalfields are characterized by a low content of mineral matters, a low content of total sulfur, and high reactivity. Therefore, Zhundong coals (ZDCs) are currently under active mining and viewed as preferred feedstocks for many clean coal technologies. Except for those attractive features, ZDCs are also labeled as typical sodium-rich coals, because sodium species contents in ZDCs are relatively high. Generally, sodium species in ZDCs exist in several chemical forms and are easy to volatilize at high temperatures. On the one hand, sodium species can act as catalysts for coal pyrolysis and gasification. However, due to the stronger volatility of sodium species than that of other mineral elements in coals, sodium species released during thermal utilization of ZDCs can bring about a series of serious problems, such as slagging, fouling, and corrosion, which has been a barrier for further thermal utilization of ZDCs. In view of the complex role of sodium species during thermal conversion, a clearer and more comprehensive understanding on sodium species behaviors during thermal utilization of ZDCs can not only provide references for promoting efficient utilization of ZDCs, but also minimize unscheduled shutdown of commercial plants using ZDCs as raw materials. Considering important roles of Zhundong coalfields for the future energy supply of PR China, we summarize the recent progress and development on thermal utilization of ZDCs for the first time. On the whole, release of sodium species under high temperatures and ash-related problems resulting from release of sodium species are mainly focused on. In order to deal with ash-related problems, many feasible methods have been proposed. Though much progress in efficient utilization of ZDCs has been made, there are still ongoing issues needed to be solved. For instance, the accuracy and differences of different sequential chemical extraction methods are highly urgent to be verified. A new standard on ashing treatment of sodium-rich coals should be put up with as soon as possible. while it is targeted at ZDCs, this review is helpful for deep analyses of the sodium species behaviors during thermal conversion of other sodium-rich coals too.