Alkali metal–oxygen batteries are of great interests for energy storage because of their unparalleled theoretical energy densities. Particularly attractive is the emerging Na–O 2 battery because of the formation of superoxide as the discharge product. Dimethyl sulfoxide (DMSO) is a promising solvent for this battery but its instability towards Na makes it impractical in the Na–O 2 battery. Herein we report the enhanced stability of Na in DMSO solutions containing concentrated sodium trifluoromethanesulfonimide (NaTFSI) salts (>3 mol kg−1). Raman spectra of NaTFSI/DMSO electrolytes and ab initio molecular dynamics simulation reveal the Na+ solvation number in DMSO and the formation of Na(DMSO) 3 (TFSI)‐like solvation structure. The majority of DMSO molecules solvating Na+ in concentrated solutions reduces the available free DMSO molecules that can react with Na and renders the TFSI anion decomposition, which protects Na from reacting with the electrolyte. Using these concentrated electrolytes, Na–O 2 batteries can be cycled forming sodium superoxide (NaO 2 ) as the sole discharge product with improved long cycle life, highlighting the beneficial role of concentrated electrolytes for Na‐based batteries.