Aqueous zinc-ion batteries (AZIBs) have garnered significant attention for large-scale applications due to their low cost, safety, and eco-friendliness. Among all cathode materials, Prussian blue and its analogues (PBAs) have garnered significant attention and been subjected to extensive research due to their diverse property-effectiveness, simple synthesis process, reversible Zn²⁺ insertion/removal capability, and other notable characteristics. However, numerous studies have revealed that the utilization of PBAs as a cathode material in AZIBs still presents certain challenges, including limited energy density and prolonged structural instability during cycling. In light of the aforementioned opportunities and challenges for PBAs, we conducted a comprehensive literature review encompassing synthesis, analysis of energy storage mechanisms, enhancement of electrolyte–electrode interfaces, and battery applications. The objective of this review is to encourage active engagement from researchers interested in AZIBs and PBA cathode materials, thereby fostering research and industrialization efforts that collectively contribute towards the advancement of safe and environmentally friendly energy storage.