As advanced electrode materials for sodium ion batteries, Prussian blue and its derivatives have attracted considerable attention due to their low cost, structural stability and facile synthesis process. However, the application of commercially available Prussian blue is limited by its poor electronic conductivity as well as the structural defect induced by crystalline/interstitial water molecules. Herein, to address these drawbacks, an etching-agent free method is developed to synthesize Prussian blue with a hollow structure, and the synthesis mechanism is revealed. Owing to the stability of divalent iron ions, the shorter electron/ion diffusion pathway and fewer defect sites of the hollow structure, the obtained Prussian blue exhibits excellent electrochemical performance (specific capacity of 133.6 mA h g⁻¹ at 1C, 1C = 170 mA g⁻¹), which can put forward a new avenue to engineer advanced electrode materials for sodium ion batteries.