As an emerging energy storage technology, Na-CO2 batteries with high energy density are drawing tremendous attention because of their advantages of combining cost-effective energy conversion and storage with CO2 clean recycle and utilization. Nevertheless, their commercial applications are impeded by unsatisfactory electrochemical performance including large overpotentials, poor rate capability, fast capacity deterioration, and inferior durability, which mainly results from the inefficient electrocatalysts of cathode materials. Therefore, novel structured cathode materials with efficient catalytic activity are highly desired. In this review, the latest advances of catalytic cathode materials for Na-CO2 batteries are summarized, with a special emphasis on the electrocatalysts for CO2 reduction and evolution, the formation and decomposition of discharge product, as well as their catalytic mechanism. Finally, an outlook is also proposed for the future development of Na-CO2 batteries.