Herein we investigate the influence of the sodium salt anion on the performance of Na–O₂ batteries. To illustrate the solvent–solute interactions in various solvents, we use ²³Na-NMR to probe the environment of Na⁺ in the presence of different anions (ClO₄^–, PF₆^–, OTf^–, or TFSi^–). Strong solvation of either the Na⁺ or the anion leads to solvent-separated ions where the anion has no measurable impact on the Na⁺ chemical shift. Contrarily, in weakly solvating solvents the increasing interaction of the anion (ClO₄^– < PF₆^– < OTf^– < TFSi^–) can indeed stabilize the Na⁺ due to formation of contact ion pairs. However, by employing these electrolytes in Na–O₂ cells, we demonstrate that changing from weakly interacting anions (ClO₄^–) to TFSi does not result in elevated battery performance. Nevertheless, a strong dependence of the solid electrolyte interphase (SEI) stability on the choice of sodium salt was found. By correlation of the physical properties of the electrolyte with the chemical SEI composition, the crucial role of the anion in the SEI formation process is revealed. The remarkable differences and consequences for long-term stability are further established by cycling Na coin cells, where electrolytes using NaTFSi are absolutely detrimental for metallic sodium, employing NaOTF and NaClO₄ leads to short-term stability, and only the combination of 1,2-dimethoxyethane with NaPF₆ allows for high efficiency and performance.