Sodium-ion batteries (SIBs) have emerged as promising candidate for large-scale energy storage systems, owing to the abundant natural reserves of sodium, low production costs, and similar electrochemical properties to lithium-ion batteries. However, the graphite anodes used in commercial lithium-ion batteries cannot be directly applied to sodium-ion batteries. Among various reported anode materials, hard carbon has attracted extensive attention in SIBs because of its excellent sodium storage capability and cost-effectiveness. In this review, we focus on summarizing the recent advances of coal-based hard carbon anode materials for SIBs. We first introduce the common preparation methods of coal-based hard carbon anode materials. In addition, we overview the effective modification strategies (regulation of oxygen-containing groups, hierarchical pore structures engineering, and heteroatom doping) to boost the sodium storage performance of coal-based hard carbon anode materials. Further research directions of coal-based hard carbon anode materials for SIBs are also proposed. This review is expected to significantly promote the commercial application of coal-based hard carbon anodes.