Low-cost Fe-based Prussian blue analogues often suffer from capacity degradation, resulting in continuous energy loss, impeding commercialization for practical sodium-ion batteries. The underlying cause of capacity decrease remains mysterious. Herein, we show that irreversible phase transitions, structural degradation, deactivation of surface redox centres, and dissolution of transition metal ions in Prussian blue analogues accumulate continuously during cycling. These undesirable changes are responsible for massive destruction of their morphology, leading to the capacity decay. A dual regulation strategy is applied to alleviate the above-mentioned problems of Prussian blue analogues. The designed 18650/33140 cylindrical cells using modified Prussian blue analogues and hard carbon display improved cycling stability and wide-temperature working performance (-40