Prussian blue (PB) type nanoparticles belong to an exciting family of molecule-based nanomaterials. They combine the possibility of surface engineering with specific advantages related to their porous molecule-based structures and their fascinating chemical and physical properties including redox, magnetic, photothermal and host–guest features. In this review, we focus on recent advances in the Post-Synthetic Modification (PSM) of nano-sized PB and its analogues (PBA) and compare them with the current strategies used in Metal–Organic Frameworks (MOF) in order to give the outlooks on the future researches in this domain.