Electrochemical water splitting, metal-air cells and fuel cells are the key fields in the application of new energy. However, these fields are subject to the high overpotential of ORR (oxygen reduction reaction), OER (oxygen evolution reaction) and HER (hydrogen evolution reaction), and these reactions are limited by the efficiency of electrocatalysts. Therefore, developing highly active electrocatalysts becomes a key step to solve the above problems. Recently, nanomaterials derived from Prussian blue (PB) and its analogs (PBAs) have received increasing attention in above fields applications owing to their unique composition and structure properties. This class of nanomaterials are ancient synthetic cyanide coordination polymer materials, which are widely used in ORR, OER and HER. The unique three-dimensional open metal frame structure and large specific surface area of PBAs greatly increase the contact area between catalyst and electrolyte, and improve the number of active sites. The easy adjustment of components is beneficial to enhance the inherent activity of each active site in the catalyst. In this Keynote Speech, the recent progress of PBAs derived materials in electrocatalysis is reviewed. Firstly, different preparation methods of PBAs were summarized, and then the regulatory strategies to improve the electrocatalytic activity of ORR, OER and HER when PBAs derived materials were used as electrocatalysts were discussed in detail, including the chemical composition regulation of doping, as well as the structure and morphology regulation of core–shell structure, open nanoccages structure and composite with other materials. Finally, the major challenges and possible future research orientations in this field were discussed, providing a new vision for further application of PBAs derived materials in electrocatalysis.