Na2FePO4F is a promising cathode material for Na‐ion batteries owing to its relatively high discharge voltage and excellent cycling performance. Now, the long‐ and short‐range structural evolution of Na2FePO4F during cycling is studied by in situ high‐energy X‐ray diffraction (XRD), ex situ solid‐state nuclear magnetic resonance (NMR), and first‐principles DFT calculations. DFT calculations suggest that the intermediate phase, Na1.5FePO4F, adopts the space group of P21/c, which is a subgroup (P21/b11, No. 14) of Pbcn (No. 60), the space group of the starting phase, Na2FePO4F, and this space group provides a good fit to the experimental XRD and NMR results. The two crystallographically unique Na sites in the structure of Na2FePO4F behave differently during cycling, where the Na ions on the Na2 site are electrochemically active while those on the Na1 site are inert. This study determines the structural evolution and the electrochemical reaction mechanisms of Na2FePO4F in a Na‐ion battery.