Metal air (oxygen) batteries have recently attracted extensive research attentions due to the high theoretical energy density. Compared to lithium oxygen batteries, sodium oxygen batteries have much lower charging overpotentials which may offer longer cyclability and higher energy efficiency without losing much energy density (~1100 Wh kg^-1 vs. ~3460 Wh kg^-1). However, the short cycle lives of sodium oxygen batteries greatly limit their applications in transportations or energy storage systems. The main reasons for the short cycling life of sodium oxygen batteries were primarily ascribed as the accumulation of by-product during discharge and charge processes and/or electrolyte degradation. However, in our studies, issues from the anode such as sodium dendrite formation and side reactions were ascribed to the major reasons for the short circuit of sodium oxygen batteries. By employing a sodium ion exchange Nafion membrane in separators, largely improved cyclability of sodium oxygen batteries was achieved by suppressing the penetration of dendrites formed during the charging process. After solving the deadly short circuit of sodium oxygen batteries by Nafion’s physically preventing effect, cycle lives of 118 cycles in dimethoxyethane (DME) based electrolytes and 80 cycles in bis(2-methoxyethyl) ether (diglyme) based electrolytes were achieved with a current density of 0.16 mA cm^-2. The components of SEI layer on the sodium anode and by-product in the air electrode were identified. The sodium anode went through severe degradation process. It is proved that oxygen crossover was another factor to cause the failure of sodium oxygen batteries. These results highlight the significance of solving dendrite penetration and blocking oxygen crossover in sodium oxygen batteries and paved the way for further improving the performance and cyclability of batteries.