X‐ray Compton scattering measurements using synchrotron radiation are carried out for liquid sodium (Na) from 473 K up to 1273 K. Utilizing the liquid state allows us to realize a continuous density reduction by controlling temperature and pressure. Valence Compton profiles (CPs) clearly exhibit thermodynamic state dependence as the temperature increases. Experimental CPs, CP differences, and electron kinetic energy are compared with those of the electron gas model. Combined with the analysis using the Fourier‐transformed CPs, the observed behaviors can be reasonably explained by the reduction in the electron density with volume expansion of the liquid.