Rechargeable sodium-selenium (Na–Se) batteries have captured extensive attention in energy-storage systems due to their attractive power density, excellent conductivity, and security. Optimizing battery components and mechanistic investigations serve as crucial roles in realizing the advancements of Na–Se batteries. Thus, the reaction mechanisms and representative research progress of Na–Se batteries have been explored in this work. An impressive array of advances in the fields of cathode materials designing, electrolyte optimization, and functional separators construction are discussed specifically. In addition, a delicate division of design routes focusing on cathode materials, including C/Se composites, metal-compounds incorporated cathodes, and catalytic electrode approaches, is provided, and their core design concepts are summarized. In the end, the challenges and future development direction of Na–Se batteries are shed light on in this review to promote their wide utilization.