It is frequently assumed that sodium‐ion battery chemistry exhibits a behavior that is similar to the more frequently investigated lithium‐ion chemistry. However, in this work it is shown that there are great, and rather surprising, differences, at least in the case of anatase TiO₂. While the generally more reducing lithium ion is reversibly inserted in the anatase TiO₂ lattice, sodium ions appear to partially reduce the rather stable oxide and form metallic titanium, sodium oxide, and amorphous sodium titanate, as revealed by means of in situ X‐ray diffraction, ex situ X‐ray photoelectron spectroscopy, scanning electron microscopy, and Raman spectroscopy. Nevertheless, once the electrochemical transformation of anatase TiO₂ is completed, the newly formed material presents a very stable long‐term cycling performance, excellent high rate capability, and superior coulombic efficiency, highlighting it as a very promising anode material for sodium‐ion battery applications.