The composites of two-dimensional (2D) materials exhibit good energy storage performance, and hetero-structure plays an important role. In this study, Na adsorption on 2D graphene, silicene and transition metal dichalcogenides (TMDs) surfaces, and at TMDs/graphene and TMDs/silicene hetero-structures are systematically investigated through first-principles calculations. Two kinds of interfacial bonding characteristics in the hetero-structures are revealed. The adsorption of Na at different positions in the hetero-structures is studied. The relationship of Na adsorption with the interfacial bonding characteristics and the electronic structures of the systems is explored. The contribution of Na storage in the hetero-structures to the electrochemical performance is analyzed. Furthermore, combined with the study of Na diffusion, the microscopic mechanism of the synergistic effects in the hetero-structures on Na adsorption and diffusion are revealed. The results provide a theoretical basis for obtaining 2D composites with excellent Na storage performance through hetero-structure design.