Advanced electrodes with excellent rate performance and cycling stability are in demand for the fast development of sodium storage. Two-dimensional (2D) materials have emerged as one of the most investigated subcategories of sodium storage related anodes due to their superior electron transfer capability, mechanical flexibility, and large specific surface areas. Recently, 2D metal carbides and nitrides (MXenes), one type of the new 2D materials, are known to have competitive advantages in terms of high electroconductivity, terminal functional groups, large specific surface areas, tunable interlayer spacing, and remarkable safety. These advances endow MXenes and MXene-based materials with superior electrochemical performance when they are used as electrodes for sodium-ion storage. MXenes, however, share similar defects with other 2D materials, such as serious restacking and aggregation, which need to be improved in consideration of their further applications. In this review, we present the big family of MXenes and their synthetic methods. Furthermore, recent research reports related to progress on MXene-based materials for sodium storage are compiled, including materials design and reaction mechanisms in sodium-ion batteries and sodium metal batteries. Significantly, we discuss the challenges for existing MXene-based structures with respect to their future use as electrodes, such as low capacitance, aggregation, untenable termination groups, and unclear mechanisms, thereby providing guidance for future research on MXene-based materials for sodium-ion storage. MXenes and MXene-based materials for sodium storages, including sodium-ion batteries, and high-energy sodium metal batteries, are summarized in this review. Structural advances and optimization strategies toward future applications for various Na-ion storages are systematically discussed.