Compared to research progress on cathode materials, progress on anode materials for sodium rechargeable batteries has been relatively slow. To bring sodium rechargeable batteries to a next level, it is necessary to explore feasible anode materials as well as understand clearly the reaction mechanism during electrochemical cycling. We herein introduce mesoporous and bulk molybdenum dioxide materials, which show excellent sodium storage performances under ether based electrolyte conditions, as anodes for sodium rechargeable batteries. Moreover, the pseudocapacitive sodium storage behavior in molybdenum dioxide anodes is proposed based on a quantitative analysis of the cyclic voltammetry responses. This result is systematically corroborated by using synchrotron radiation based analyses, X-ray photoelectron spectroscopy, scanning transmission electron microscope and ab initio molecular dynamics simulation. Comprehensive information on the electrochemical characterization as well as sodium storage mechanism of this transition metal oxide will provide a practical strategy to further advance anode materials for sodium rechargeable batteries.