Sodium-ion batteries hold great promise as next-generation energy storage systems. However, the high instability of the electrode/electrolyte interphase during cycling has seriously hindered the development of SIBs. In particular, an unstable cathode–electrolyte interphase (CEI) leads to successive electrolyte side reactions, transition metal leaching and rapid capacity decay, which tends to be exacerbated under high-voltage conditions. Therefore, constructing dense and stable CEIs are crucial for high-performance SIBs. This work reports localized high-concentration electrolyte by incorporating a highly oxidation-resistant sulfolane solvent with non-solvent diluent 1H, 1H, 5H-octafluoropentyl-1, 1, 2, 2-tetrafluoroethyl ether, which exhibited excellent oxidative stability and was able to form thin, dense and homogeneous CEI. The excellent CEI enabled the O3-type layered oxide cathode NaNi1/3Mn1/3Fe1/3O2 (NaNMF) to achieve stable cycling, with a capacity retention of 79.48% after 300 cycles at 1 C and 81.15% after 400 cycles at 2 C with a high charging voltage of 4.2 V. In addition, its nonflammable nature enhances the safety of SIBs. This work provides a viable pathway for the application of sulfolane-based electrolytes on SIBs and the design of next-generation high-voltage electrolytes.