As a kind of high-voltage cathode for sodium-ion batteries (SIBs), the instability of a cathode–electrolyte interface (CEI) of Prussian blue (PB) results in the consumption of electrolyte and poor cycling life. Herein, an artificial NaF-rich CEI is in-situ designed on a PB cathode via a chemically presodiated strategy to remarkably prolong the cycling life of SIBs. Based on a spontaneous redox reaction between a chemical presodiation solvent and a polyvinylidene fluoride (PVDF) binder, a homogeneous, thin, and NaF-rich CEI is conformally coated on the surface of PB, forming CEI@PB. The components of CEI within CEI@PB mainly comprise inorganic Na-salts (NaF, Na2CO3, and NaHCO3) and organic Na-based species (R-O-Na, R–CO–Na, and R–O2CO–Na), which can ensure the rapid transport of Na+ ions while effectively preventing CEI@PB against the attack of organic solvent and improving its cycling stability. Besides, density functional theory calculations also reveal that NaF is a good electronic insulator and ionic conductor, which is suitable as a stable CEI. Benefiting from the aforementioned merits, the CEI@PB cathode with a high areal capacity of 0.61 mAh cm−2 delivers an ultra-long cycling life of 3000 cycles. More importantly, the concept of in-situ CEI can be extended to other cathodes beyond Na batteries discussed herein.