Sodium-ion batteries have attracted tremendous attentions in recent years due to the abundance and wide distribution of Na resource on the earth. However, SIBs still face the critical issues of low energy density and unsatisfactory cyclic stability at present. The enhancement of electrochemical performance of SIBs depends on comprehensive and precise understandings on the underlying sodium storage mechanism. Although extensive transmission electron microscopy investigations have been performed to reveal the sodium storage property and mechanism of SIBs, a dedicated review on the in-situ TEM investigations of SIBs has not been reported. In this review, recent progress in the in-situ TEM investigations on the morphological, structural and chemical evolutions of cathode materials, anode materials and solid-electrolyte interface during the sodium storage of SIBs have been comprehensively summarized. The detailed relationship between structure/composition of electrode materials and electrochemical performance of SIBs have been clarified. This review aims to provide insights into the effective selection and rational design of advanced electrode materials for high-performance SIBs. This article is protected by copyright. All rights reserved.