With the merits of a naturally abundant sodium (Na) resource with similar electrochemical characteristics to that of lithium-ion batteries, Na-based batteries have been widely studied as the next-generation economical and practical energy storage choices. Particularly, the Na metal anode possesses a high theoretical specific capacity of 1166 mAh/g and low electrochemical potential of -2.71 V (vs standard hydrogen electrode), and it is therefore considered as the ultimate anode material for Na-based batteries. Nevertheless, the commercialization of the Na metal anode is still largely hindered by several long-lasting challenges, namely, metallic Na dendrite growth and unstable solid electrolyte interphase (SEI) formation. In this review, we first go over the fundamental mechanisms associated with these challenges. Then, we provide an in-depth discussion on the recent key advancements from the perspectives of liquid electrolyte optimization, artificial SEI fabrication, and solid-state electrolyte implementation. Lastly, we highlight the promising aspects from each strategy for the future development of Na-based batteries.