Lithium‐ion batteries (LIBs) have dominated the secondary batteries market in the past few decades. However, their widespread application is seriously hampered by the limited lithium resource and high cost. Recently, sodium‐ion batteries (SIBs) have generated significant attention because of their characteristics of abundant raw sources, low cost, and similar “rocking chair” mechanism with LIBs, which hold great application potential in large‐scale energy storage. Cathode materials with excellent electrochemical performance are in urgent demand for next‐generation SIBs. Herein, this review provides a comprehensive overview of the recent advances of the most promising SIBs cathode candidates, including layered oxides, polyanionic materials, and Prussian blue analogues. The currently existing issues that need to be addressed for these cathodes are pointed out, such as insufficient energy density, low electron conductivity, air sensitivity, and so on. This review also details the structural characteristics of these three cathode candidates. Moreover, the recent optimization strategies for improving the electrochemical performance are summarized, including element doping, morphology modification, structure architecture, and so on. Finally, the current research status and proposed future developmental directions of these three cathode materials are concluded. This review aims to provide practical guidance for the development of cathode materials for next‐generation SIBs.