Generation of large strains upon Na⁺ intercalation is one of the prime concerns of the mechanical degradation of Prussian blue (PB) and its analogs. Structural construction from the atomic level is imperative to maintain structural stability and ameliorate the long-term stability of PB. Herein, an inter nickel hexacyanoferrate (NNiFCN) is successfully introduced at the out layer of iron hexacyanoferrate (NFFCN) through ion exchange to improve structural stability through compressive stress locking by forming NNiFCN shell. Furthermore, the kinetics of sodium ion diffusion is enhanced through the built-in electric pathway. The electrochemical performance is therefore significantly improved with a remarkable long-term cycling stability over 3,000 cycles at 500 mA·g^–1 in the full sodium-ion batteries (SIBs) with a maximum energy density of 91.94 Wh·g^–1, indicating that the core-shell structured NNiFCN/NFFCN could be the low-cost and high-performance cathode for full SIBs in large-scale EES applications.