Rechargeable all-solid-state sodium batteries (ASS-SBs), including all-solid-state sodium-ion batteries and all-solid-state sodium-metal batteries, are considered highly advanced electrochemical energy storage technologies. This is owing to their potentially high safety and energy density and the high abundance of sodium resources. However, these materials are limited by the properties of their solid-state electrolytes (SSEs) and various SSE/Na interfacial challenges. In recent years, extensive research has focused on understanding the interfacial behavior and strategies to overcome the challenges in developing ASS-SBs. In this prospective, the sodium-ion conduction mechanisms in different SSEs and the interfacial failure mechanisms of their corresponding batteries are comprehensively reviewed in terms of chemical/electrochemical stability, interfacial contacts, sodium dendrite growth, and thermal stability. Based on mechanistic analysis, representative interfacial engineering strategies for the interface between SSEs and Na anodes are summarized. Advanced techniques, including in situ/ex situ instrumental and electrochemical measurements and analysis for interface characterization, are also introduced. Furthermore, advanced computer-assisted methods, including artificial intelligence and machine learning (which can complement experimental systems), are discussed. The purpose of this review is to outline the solid-state electrolyte and electrolyte/anode interface challenges, and the potential research directions for overcoming these challenges. This would enable target-oriented research for the development of solid-state electrochemical energy storage devices.