Prussian blue analogues (PBAs) are considered one of the promising cathodes for sodium-ion batteries because of their low cost and tunable structure. As an intrinsic characteristic, the influence of structured water in PBAs on the electrochemical properties is still controversial. Herein, low-vacancy iron hexacyanoferrate with different interstitial water contents is synthesized through the citric acid-assisted single iron source method. Ex situ Fourier transform infrared and X-ray diffraction characterization reveals that the interstitial water can stably exist in the Prussian blue framework during repeated cycling. The long-standing interstitial water can reduce the volume change during the Na + insertion/extraction process, resulting in improved cycling stability. Thanks to the low Fe(CN) 6 4- vacancies and pillar role of interstitial water in the crystal framework, the HW-PB exhibits a high reversible capacity of 117 mAh g -1 and excellent long cycle performance with a capacity retention of 91% after 1380 cycles. This work broadens the understanding of the relationship between the interstitial water in PBAs and Na-storage performances, providing guidance for the precise synthesis of high-quality PBAs.