Sodium-ion batteries utilize various electrode materials derived from lithium batteries. However, the different characteristics inherent in sodium may cause unexpected cell reactions and battery performance. Thus, identifying the reactive discrepancy between sodiation and lithiation is essential for fundamental understanding and practical engineering of battery materials. Here we reveal a heterogeneous sodiation mechanism of iron fluoride (FeF2) nanoparticle electrodes by combining in-situ/ex-situ microscopy and spectroscopy techniques. In contrast to direct one-step conversion reaction with lithium, the sodiation of FeF2 proceeds via a regular conversion on the surface and a disproportionation reaction in the core, generating a composite structure of 1-4 nm ultrafine Fe nanocrystallites (further fused into conductive frameworks) mixed with an unexpected Na3FeF6 phase and a NaF phase in the shell. These findings demonstrate a core-shell reaction mode of sodiation process and shed light on mechanistic understanding extended to generic electrode materials for both Li- and Na-ion batteries.