A facile self-templating method is developed to synthesize potassium cobalt iron cyanide double-hollow nanobubble prisms (Co-PBA DHNP) with controllable morphologies by using ZIF-67 hollow prisms as templates. Uniform nanoparticles distributed on the surface of Co-PBA DHNP; a cavity is formed inside the nanoparticles, and these hollow ones crosslinked together, forming a bubble-like structure in the shell. Benefiting from the unique double-hollow structure, Co-PBA DHNP displays exceptional performance, including a top adsorption capacity (qm = 494.38 mg/g), a high capability, commendable selectivity to Cs+ even in natural lake brine (KdCs = 2.14 × 106 mL/g), and excellent recyclability. The adsorption kinetics indicate that the equilibrium can be reached in 10 min. Density functional theory calculations reveal that the incorporation energy of Cs+ is lower than that of Na+ or K+, so embedding into the Co-PBA structure of those three ions is thermodynamically feasible. The process where alkali metal ions can be directly dehydrated and enter the Co-PBA lattice is advantageous. The main reason for excellent selectivity in multicomponent aqueous solutions is the ion exchange mechanism between K+ ions in Co-PBA and hydrated Cs+ ions.