Anode‐free sodium metal batteries (AFSMBs) break through the traditional structural design, cancel the use of active materials on the anode side, and raise the energy density of the battery to its limit while also simplifying the manufacturing process to save production costs, making it an ideal system for high energy density. However, its current practical commercial application is still constrained by short cycle life and low Coulombic efficiency. This review focuses on the latest research advances in the design of AFSMB structures and systems in recent years, including the fundamentals of the operation and the problems that exist. Strategies for the design of current collectors and electrolytes as well as some advanced characterization methods are highlighted. Finally, the summary and outlook on this emerging field are further discussed, with a view to providing guidance for the future design of high‐energy‐density AFSMBs.