Peroxymonosulfate (PMS) based advanced oxidation processes (AOPs) are effective in degrading refractory organic pollutants in water. The unique internal chemical tunability of Prussian blue analogues (PBAs), a type of metal‐organic framework materials (MOFs), makes them promising catalysts for PMS‐AOPs. However, the pristine PBA is limited in practical application due to its structural instability and easy leaching of metal ions. To this end, various methods have been developed to enhance the catalytic performance of PBAs. In this paper, the recent advances in the modification and composite strategies of PBA catalysts are systematically reviewed. PBA modification by the regulation of synthesis conditions and post‐synthesis treatment, along with composite strategies involving metal and non‐metal based materials are introduced. The structural morphology improvement, physical and chemical property adjustment, vacancy design and crystal surface modulation of PBAs induced by these modification and composite strategies are discussed in depth. In addition, the performance of the modified and composite catalysts to activate PMS for organic pollutant degradation is demonstrated. The radical pathway via SO4•‐, •OH and O2•‐, non‐radical pathway through 1O2, electron transfer process and high‐valence metal‐oxygen species, or a combination of radical and non‐radical pathways are revealed in PMS‐AOPs with PBAs and their derivatives as catalysts.