Sodium‐ion batteries (SIBs) have attracted much interest for medium‐ to large‐scale energy storage applications owing to the high abundance and low cost of sodium reserves. However, a principal concern for the wide deployment of stationary SIBs is their temperature tolerance. Extreme temperatures can deteriorate the performance and safety of SIBs by causing very sluggish Na‐transfer kinetics, dendrites formation, and severe interfacial reactions. The development of all‐climate SIBs depends on the fundamental understanding of the chemical reactions at different temperatures and advances of all the key components, especially the electrolyte and the electrode materials. Herein, we start from briefing the key challenges in developing all‐climate SIBs, then examining the latest achievements in confronting the challenges. The insights presented in this review are believed to guide and inspire further research interest in designing all‐climate SIBs that will hopefully serve as a low‐cost, high‐performing, and reliable stationary energy storage solution.