Anatase TiO2 is considered as one of the promising anodes for sodium‐ion batteries because of its large sodium storage capacities with potentially low cost. However, the precise reaction mechanisms and the interplay between surface properties and electrochemical performance are still not elucidated. Using multimethod analyses, it is herein demonstrated that the TiO2 electrode undergoes amorphization during the first sodiation and the amorphous phase exhibits pseudocapacitive sodium storage behaviors in subsequent cycles. It is also shown that the pseudocapacitive sodium storage performance is sensitive to the nature of solid electrolyte interphase (SEI) layers. For the first time, it is found that ether‐based electrolytes enable the formation of thin (≈2.5 nm) and robust SEI layers, in contrast to the thick (≈10 nm) and growing SEI from conventional carbonate‐based electrolytes. First principle calculations suggest that the higher lowest unoccupied molecular orbital energies of ether solvents/ion complexes are responsible for the difference. TiO2 electrodes in ether‐based electrolyte present an impressive capacity of 192 mAh g−1 at 0.1 A g−1 after 500 cycles, much higher than that in carbonate‐based electrolyte. This work offers the clarified picture of electrochemical sodiation mechanisms of anatase TiO2 and guides on strategies about interfacial control for high performance anodes. A thin and robust solid electrolyte interphase formed on a TiO2 surface that is enabled by using ether electrodes is demonstrated in Na‐ion batteries. This electrolyte/electrolyte interface, which is superior to conventional carbonate electrolyte, results in largely different electrochemical performances. The fundamental origin of the difference is unveiled through the combination of intensive experimental characterizations and first principles calculations.