Despite the intensive focuses on developing Prussian blue analogues (PBAs) derived catalysts, the direct utilization of PBAs for electrochemical water splitting to produce oxygen and especially hydrogen sources has rarely been reported, because of lacking effective strategies to improve the active site density and electrical transport of PBAs. Herein, we resolve such challenges by constructing the cubic NiCo-PBA bricks assembled 2D nanowalls on Ni foam (NF) through a Ni(OH)2 nanosheet confined template technique. A great amount of sites are generated along the borders of brick subunits, and the 2D feature supplies downscaled charge diffusion path and high accessible surface area. Therefore, NiCo-PBA/NF exhibits impressive water electrolysis activities, with low overpotentials of 200 and 62 mV at 10 mA cm−2 for oxygen evolution reaction and hydrogen evolution reaction, respectively. Moreover, the NiCo-PBA/NF coupled two-electrode system achieves a low cell potential of 1.49 V at 10 mA cm−2 for overall water splitting, which is even better than the noble metal based IrO2-Pt/C system. This contribution sheds light on boosting the catalytic activity of PBAs and metal-organic frameworks toward water splitting, sensors, and other energy-related applications.