Hard carbon is regarded as one of the greatest potential anode materials for sodium-ion batteries (SIBs) because of its affordable price and large layer spacing. However, its poor initial coulombic efficiency (ICE) and low specific capacity severely restrict its practical commercialization in SIBs. In this work, we successfully constructed abundant oxygen-containing functional groups in hard carbon by using pre-oxidation anthracite as the precursor combined with controlling the carbonization temperature. The oxygen-containing functional groups in hard carbon can increase the reversible Na+ adsorption in the slope region, and the closed micropores can be conducive to Na+ storage in the low-voltage platform region. As a result, the optimal sample exhibits a high initial reversible sodium storage capacity of 304 mAh g−1 at 0.03 A g−1, with an ICE of 67.29% and high capacitance retention of 95.17% after 100 cycles. This synergistic strategy can provide ideas for the design of high-performance SIB anode materials with the intent to regulate the oxygen content in the precursor.