Low‐cost and scalable sodium ion (Na‐ion) batteries serve as an ideal alternative to the current lithium‐ion batteries. To compensate for the shortage of energy density, the most accessible solution is developing a high‐voltage anode‐free configuration comprising a lightweight Al current collector on the anode and a high‐voltage sodiumized cathode. However, it imposes stringent Na reversibility and high‐voltage stability requirements on the electrolyte. A 3A zeolite molecular sieve film is rationally designed, and a highly aggregated solvation structure is constructed through the size effect. It suppresses the trace but continuous oxidative decomposition and extends the oxidative stability to 4.5 V without sacrificing the Na reversibility of the anode (99.91 %). Thus, we can make anode‐free cells with high energy density of 369 and 372 W h kg−1 for 4.0 and 4.25 V class cells, respectively. Furthermore, this strategy enables a long lifespan (250 cycles) for 4.0 V‐class anode‐free cells. A highly aggregated ether electrolyte is rationally constructed by introducing a 3A zeolite molecular sieve film. Benefitting from the highly aggregated electrolyte configuration, it enables a dramatically improved oxidative stability. Under the extremely harsh anode‐free conditions, the high‐voltage anode‐free Na battery configuration has an ultrahigh energy density of 369 W h kg−1 for 4.0 V class cathodes.