Considering the abundance and low price of sodium, sodium-ion batteries (SIBs) are of particular attractiveness for large-scale electrochemical energy storage. Layered P2–Na2/3Mn1/2Fe1/4Co1/4O2 (NMFC) is a promising cathode material for SIBs because of its large theoretical capacity, however, its high air sensitivity and poor cycling stability seriously limits the practical use. Here, we report nanometre-thick Al2O3 coating of NMFC electrode through atomic layer deposition (ALD) technique can effectively alleviate such deficiencies to obtain an air-insensitive electrode, which was realized by effectively preventing the direct exposure of NMFC to H2O and CO2 present in the air atmosphere. Interestingly, the ultrathin Al2O3 coating did not cause a block for sodium ion intercalation, and a high capacity of 217.9 mA h g−1 at a high cut-off potential of 4.5 V was achieved. More attractively, a capacity retention rate as high as 84.8% was obtained after cycling at a current density of 0.5C over 100 cycles, demonstrating improved electrochemical stability. Based on CV and EIS characterizations, such good cycling stability is associated with the use of the Al2O3 coating layer as well, which effectively avoided the side reactions at the interface of the liquid electrolyte and the active material under high potential.