Prussian blue (PB) and its analogues (PBA) are promising in energy-related applications. However, it is an extreme challenge to fabricate the hollow structures of PB/PBA materials. Herein, we propose a versatile synthetic protocol of cation exchange to prepare PBA submicroboxes with distinct hollow structures. Cobalt hexacyanoferrate (CoHCF) submicroboxes are exemplified as advanced electrode materials to demonstrate the efficient synthesis, which exhibit a high specific capacitance of 292Fg−1 in the neutral Na2SO4 aqueous electrolyte. Na-ion hybrid supercapacitor constructed with the CoHCF submicroboxes as the positive electrode and activated carbon as the negative electrode can work in a reversible and stable operating voltage as high as 2.0V in an aqueous electrolyte, thereby rendering outstanding electrochemical properties, a high energy density of 42.5Whkg−1, a high power density of 21.1kWkg−1, and long cycling stability with a capacitance loss of 10% after 5000 cycles. More significantly, our method can be extended to rationally synthesize different kinds of PB/PBA hollow structures for a broad range of potential applications.