Sodium ion batteries are attracting great attention due to the naturally alternative energy storage for large-scale applications. The reliable and high performance cathode materials are urgently needed for their practical applications. Here, we report sodium iron–nickel hexacyanoferrate (FeNiHCF) with Prussian blue structure by substitution of a portion of iron ions with nickel ions, and characterize it as cathode material of sodium ion battery for the first time. The low-spin Fe2+/Fe3+ couple in FeNiHCF is sufficiently activated for sodium storage, which leads to higher capacity contribution at larger potential and better stability on redox energy comparing with the single metal hexacyanoferrate of FeHCF or NiHCF. The FeNiHCF cathode presents synergistic advantages of high capacity, remarkable cycling stability, superior rate capability and good Coulombic efficiency. Significant improvement on electrochemical performance have been achieved with a discharge capacity of 106 mAh g−1, a Coulombic efficiency of ∼97% and excellent capacity retention of 96% over 100 cycles. Impressively, the FeNiHCF cathode present a good and stable cycling at high current densities, e.g. a capacity of 71 mAh g−1 and 100% capacity retention at a current density as high as 500 mA g−1. The intercalation chemistry manner for improving the sodium storage of material may shed light on improving the Na-storage performance of Prussian blue analogues.