Due to the advantages of rich resources, low cost, high energy conversion efficiency, long cycle life, and low maintenance fee, sodium–ion batteries have been regarded as a promising energy storage technology. However, their relatively low energy density compared with the commercialized lithium–ion batteries still impedes their application for power systems. Anode–free rechargeable sodium–metal batteries (AFSMBs) pose a solution to boost energy density and tackle the safety problems of metal batteries. At present, researchers still lack a comprehensive understanding of the anode-free cells in terms of electrolytes, solid–electrolyte interphase (SEI), and current collectors. This review is devoted to the field of AFSMBs, and outlines the breakthroughs that have been accomplished along with our perspective on the direction of future development for AFSMBs and the areas that warrant further investigation.