Hard carbon has been regarded as one of the most promising anodes for sodium-ion batteries due to its low cost and high reverisble capacity. However, the practical use of hard carbon materials has been hindered by its limited initial Coulombic efficiency (ICE) and cycling stability. Herein, ultrathin Al2O3-coated hard carbon materials are synthesized through direct atomic layer deposition (ALD). When served as an anode in sodium-ion batteries, the optimal Al2O3-coated hard carbon electrode delivers a high reversible capacity (355 mA h g−1), ICE (75%) and superior cycling stability (a capacity retention of 90.7% over 150 cycles) compared with the bare one (260.9 mA h g−1, ICE: 67%, capacity retention: 82.8%). The deposited Al2O3 film as an “artificial solid electrolyte interface (SEI)” on the electrode surface, efficiently suppresses the decomposition of the electrolyte, leading to high ICE and cycling stability. Meanwhile, the Al2O3-coated film reduces interfacial resistance and electrode overpotential, resulting in an increased reversible capacity. A critical thickness (about 2 nm) of Al2O3-artificial SEI is also proposed to meet the requirements to electron and ion transport. Therefore, this work provides a general and straightforward surface modification method to enhance the interface stability of hard carbon anodes for high-performance sodium-ion batteries.