The discovery of ThCr2Si2-type A(x)Fe(2-y)Se2 (A = K, Rb, Cs and Tl) with Tc ~30 K make much progress in iron-based superconducting field, but their multiple-phase separations are disadvantageous for understanding the origin. On the other hand, for small alkali metals, studies on (Li,Na)FeCu(S,Se)2 and NaFe(2-δ)S2 show that these compounds possess CaAl2Si2-type structure, implying that ThCr2Si2-type structure is unstable for small alkali metal-intercalated FeSe under high temperature. Here we report a new intercalate Na0.65(1)Fe1.93(1)Se2 with Tc ~37 K, synthesized by low-temperature ammonothermal method. The notable finding is that the Na0.65(1)Fe1.93(1)Se2 shows a ThCr2Si2-type structure, which is the first instance of small-sized alkali metal intercalates without NH3 co-intercalation. Besides, the NH3-poor Na0.80(4)(NH3)0.60Fe1.86(1)Se2 and NH3-rich phase with Tcs at 45 and 42 K are identified by tuning the concentration of Na-NH3 solutions. The modulation of interlayer spacing reveals the versatile evolution of structural stability and superconductivity in these intercalates.