Finding an alternative to glass fiber (GF) separators is a crucial factor for the fast commercialization of sodium-ion batteries (SIBs), because GF separators are too thick for use in SIBs, thereby decreasing the volumetric and gravimetric energy density. Here we propose a microporous composite separator prepared by introducing a polymeric coating layer of polyvinylidene fluoride–hexafluoropropylene (PVdF-HFP co-polymer) with ZrO2 nanoparticles to a polyethylene (PE) separator. The coated separator efficiently enhances the cell performance of SIBs. The ZrO2 nanoparticles, finely dispersed on the polymeric coating layer, induce the formation of many micropores on the polymeric coating layer, suggesting that micropore formation on the coating layer renders the composite separator more open in structure. An ethylene carbonate/propylene carbonate liquid electrolyte for SIBs is not absorbed by PE separators even after 1 h of electrolyte droplet testing, while the proposed separator with many micropores is completely wetted by the electrolyte. Sodium ion migration across the composite separator is therefore effectively enhanced by the formation of ion transfer pathways, which improve ionic conductivity. As a result, the microporous composite separator affords stable cycle performances and excellent specific capacity retention (95.8%) after 50 cycles, comparable to those offered by a SIB with a GF separator.