This study thoroughly compared polyaniline (PANI)/prussian blue (PB) and PB/PANI bilayers with component films by electrochromic photographs, cyclic voltammograms, in situ transmittance spectra, in situ EQCM data and SEM pictures. It was found that both the electrochromic and redox behaviors of a PANI/PB bilayer strongly depended on which layer was deposited first. All of the experimental evidences disclosed that the inner PANI–outer PB bilayer would be superior to the inner PB–outer PANI arrangement and would display better synergistic effects, including better polyelectrochromism (colorless, light green, green/blue and deep blue) and higher redox activity and reversibility. It was also discovered by SEM that subsequent deposition of a PB film with submicron-crack openings on PANI yielded an ideal two-layer structure, but a non-idea bilayer that lacked an obvious boundary between PANI and PB layers was formed when PB was deposited first. In addition, the complex bilayer redox mechanism accompanied by a combinative K+, Cl− and H+ doping process was studied quantitatively by in situ mass flux analysis and differential transmittance–potential curves. To sum up, this work has demonstrated a simple method to prepare a polyelectrochromic bilayer and provided various useful approaches to characterize bilayer electrodes, especially for those composed of a conducting polymer and a PB analogue.