To overcome the structural failure of Manganese-based Prussian blue analogue (Mn-HCF) as a cathode material of sodium ion batteries caused by Mn ion dissolution induced by Jahn–Teller effect, we coated Mn-HCF with iron-based Prussian blue (Fe-HCF) to prepare the core–shell Mn-HCF@Fe-HCF cathode material for sodium ion batteries through co-precipitation method. The research results indicate that this structure effectively blocks the direct contact between Mn-HCF and electrolyte, thereby minimizing the dissolution of Mn[Formula: see text] in the electrolyte and significantly improving the cycling stability and rate performance. The discharge capacity of this material at a current density of 0.1[Formula: see text]C (14[Formula: see text]mA[Formula: see text]g[Formula: see text] is 129.7[Formula: see text]mAh[Formula: see text]g[Formula: see text]. It still has a capacity of 87.4[Formula: see text]mAh[Formula: see text]g[Formula: see text] at a current density of 2[Formula: see text]C (280[Formula: see text]mA[Formula: see text]g[Formula: see text], and still has a capacity retention rate of 84.3% (91[Formula: see text]mAh[Formula: see text]g[Formula: see text] after 100 cycles at a current density of 0.5[Formula: see text]C (70[Formula: see text]mA[Formula: see text]g[Formula: see text]. Compared with the capacity retention rate of 51.5% of Mn-HCF 100 cycles before coating, the cycle stability of Mn-HCF@Fe-HCF is greatly improved.