The full commercialization of sodium‐ion batteries (SIBs) is still hindered by their lower electrochemical performance and higher cost ($ W⁻¹ h⁻¹) with respect to lithium‐ion batteries. Understanding the electrode–electrolyte interphase formation in both electrodes (anode and cathode) is crucial to increase the cell performance and, ultimately, reduce the cost. Herein, a step forward regarding the study of the cathode–electrolyte interphase (CEI) by means of X‐ray photoelectron spectroscopy (XPS) has been carried out by correlating the formation of the CEI on the P2‐Na_0.67Mn_0.8Ti_0.2O₂ layered oxide cathode with the cycling rate. The results reveal that the applied current density affects the concentration of the formed interphase species, as well as the thickness of CEI, but not its chemistry, indicating that the electrode–electrolyte interfacial reactivity is mainly driven by thermodynamic factors.