Herein we studied a rechargeable sodium–oxygen cell operating at room temperature and employing a cathode comprising multi-walled carbon nanotubes coated on a gas diffusion layer. The oxygen reduction reaction (ORR) is investigated and improved by optimizing the cathode configuration. We demonstrated by means of X-ray diffraction (XRD) and scanning electron microscopy (SEM) measurements that, using a low-volatile tetraethylene glycol dimethyl ether (TEG-DME)-sodium trifluoromethanesulfonate (NaCF3SO3) electrolyte solution, the major discharge product is NaO2. Moreover, we originally demonstrated that controlled amount of superoxide formed at the cathode side by discharge facilitates the oxygen evolution reaction (OER), thus resulting in a charge-discharge polarization as low as 400mV. The developed system can deliver a capacity of 500mAhg−1 with an energy efficiency as high as 83% for 60 charge-discharge cycles. The data here reported represent a step-forward in the development of an efficient sodium-air battery.