Prussian blue analogues (PBAs) possess a unique three-dimensional crystal structure, which provides ample space for the movement of sodium ions (Na+), making them an ideal choice for cathode materials in sodium-ion batteries (SIBs). However, the bulk phase of PBAs typically contains amounts of crystal water and vacancies, which compromise the integrity of the lattice and impede the migration of Na+. Additionally, interface-related issues, such as side reactions and the dissolution of transition metal ions, severely limit the reversible capacity and cycle stability of PBAs-based cathode materials. Therefore, addressing these challenges from bulk and interface of PBAs is critical for the development of high-performance cathode materials for SIBs. This review aims to provide insights into potential strategies for overcoming these limitations and enhancing the electrochemical performance of PBAs. Firstly, the structure, morphology, and reaction mechanisms of PBAs are summarized systematically. The key challenges hindering the commercialization of PBAs are then categorized in this review. Several effective strategies for addressing these challenges are provided, including bulk phase engineering (thermal treatment, element doping, and etching), interface engineering (coating, ion exchange, and electrolyte additives), and the co-regulation of bulk and interface. Finally, the future commercialization prospects of PBAs are discussed, highlighting the necessary steps for transitioning from laboratory-scale research to industrial-scale production.