Prussian blue analogues (PBAs) have attracted wide attention for their application in the energy storage and conversion field due to their low cost, facile synthesis, and appreciable electrochemical performance. At the present stage, most research on PBAs is focused on their material-level optimization, whereas their properties in practical battery systems are seldom considered. This review aims to first provide an overview of the history and parameters of PBA materials and analyze the fundamental principles toward rational design of PBAs, and then evaluate the prospects and challenges for PBAs for practical sodium-ion batteries, hoping to bridge the gap between laboratory research and commercial reality.