A poly (ethylene-co-vinyl acetate) (EVA)/polyimide (PI)/EVA (PIE) tri-layer separator with thermal stability and a shutdown function is fabricated for use in sodium-ion battery (SIB) applications. Porous EVA layers are coated on both sides of an electrospun-PI, acting as a supporting layer, through a dip-coating process accompanying a thermally induced phase separation in which polyethylene-block-poly (ethylene glycol) is used as a polymeric pore generator to obtain an open porous morphology. Excellent thermal stability of the PIE tri-layer separator is demonstrated, with two simultaneous incompatible thermal behaviors, i.e., a negligible thermal shrinkage of up to 200 °C, and a rapid thermal shutdown at approximately 100 °C. In addition, the PIE tri-layer separator shows a higher ionic conductivity and larger electrolyte uptake of the sodium liquid electrolyte than a commercial olefin separator, leading to better cycling performance when assembled into SIB coin cells. All these outstanding properties of PIE tri-layer separator demonstrate that its promise as a candidate separator for use in SIBs.