To understand the influence of sodium-modification pretreatment on the adsorption of anionic dye by amphoteric modified bentonite, three kinds of adsorbent materials, including sodium-modified bentonite, amphoteric modified calcium-based bentonite and amphoteric modified bentonite pretreated by sodium modification, were firstly synthesized and characterized, and afterwards their adsorption performance and mechanism for a form of anionic dye, Acid Yellow 11, were investigated comparatively. The crystalline phases, hydration property, surface charge characteristic and functional groups of prepared modified bentonite were characterized and evaluated by X-ray diffraction swelling volume, Zeta potential and Fourier transform infrared spectroscopy, respectively. The sodium modification expanded the interlayer space of montmorillonite, released the internal surface area and improved the hydration performance of bentonite. Due to the replacement of Na+ for Ca2+, the probability of interlayer cations overflowing from the interlayer space and exchanging with the amphoteric modifier increases. Therefore, the content of interlaminar organic material in amphoteric modified bentonite pretreated with sodium-modification pretreatment was higher than that in unpretreated amphoteric modified bentonite. The hydration and dispersibility were significantly stronger, and the adsorption capacity of acid dye was also better. The findings of this investigation suggest that sodium modification pretreatment is very positive and necessary in the process from sodium–amphoteric modification.