Sb₂O₃ shows great promise as a high-capacity anode material for sodium-ion batteries (SIBs) due to the combined mechanisms of intercalation, conversion, and alloying. In this work, the electrochemical performance and mechanical property of Sb₂O₃ nanobelts during sodiation/desodiation are revealed by constructing nanoscale solid-state SIBs in a high-resolution transmission electron microscopy. It is found that the Sb₂O₃ nanobelt exhibits an ultrahigh sodiation speed of ≈13.5 nm s⁻¹ and experiences a three-step sodiation reaction including the intercalation reaction to form Na_xSb₂O₃, the conversion reaction to form Sb, and the alloying reaction to form NaSb. The alloying reaction is found to be reversible, while the conversion reaction is partially reversible. The Sb₂O₃ nanobelt shows anisotropic expansion and the orientation of the Sb₂O₃ nanobelt has great influence on the expansion ratio. It is found that the existence of a {010} plane with large d-spacing in the nanobelt leads to a surprisingly small expansion ratio (≈5%). The morphology of the Sb₂O₃ nanobelt is well maintained during multiple electrochemical cycles. In situ bending experiments suggest that the sodiated Sb₂O₃ nanobelts show improved toughness and flexibility compared to pristine Sb₂O₃ nanobelts. These fundamental studies provide insight into the rational design of anode materials with improved electrochemical and mechanical performance in SIBs.