The Na2Co[Fe(CN)6] nanoparticles with a low content of Fe(CN)6 defects and coordinating water are synthesized by a facile electrostatic spray assisted coprecipitation (ESAC) method. X-ray diffraction, thermogravimetric analysis, scanning electron microscopy, transmission electron microscopy, elemental analysis and galvanostatic cell cycling are used to characterize the structure and electrochemical performance of the Na2Co[Fe(CN)6] nanoparticles. The results show that the structure and electrochemical performance of the Na2Co[Fe(CN)6] electrodes are influenced significantly by the content of Fe(CN)6 defects and coordinating water. Na2Co[Fe(CN)6] nanoparticles obtained by ESAC method exhibit excellent electrochemical performance, which deliver a high initial coulombic efficiency of 89.3%, stable cycling performance with a reversible capacity of 104 mAh g−1 after 100 cycles and high rate capability of 75 mAh g−1 at 500 mA g−1.