In this study, highly crystalline FeFe(CN)6 with metal-organic framework is synthesized and measured in NaNO3 and LiNO3. Electrochemical kinetics, physical and chemical changes about the insertion and extraction processes of sodium ions and lithium ions in FeFe(CN)6 are compared and discussed. Intriguingly, it exhibits a good electrochemical performance in sodium aqueous batteries, with a capacity of 118 mAh g−1 at 400 mA g−1, but a poor electrochemical behavior in lithium aqueous batteries. This study sheds light on the different insertion processes between sodium ions and lithium ions in FeFe(CN)6, that the outer petaloid-like structure forms on the surface of FeFe(CN)6 after Li ions insertion with little volume expansion, while FeFe(CN)6 after Na ions insertion could still maintain the cubic-like structure with lattice change. Different insertion mechanisms of sodium ions and lithium ions are proposed that hydrated Na ions could insert at interstitial sites, while hydrated Li ions are more likely to occupy large open sites due to the larger radius of hydrated Li ions than hydrated Na ions. Besides, insertion/extraction performance and capacitive preformance dominate in NaNO3 and LiNO3, respectively. These differences may lead to the different electrochemical behaviors between sodium-ion and lithium-ion aqueous batteries.