Prussian blue analogues (PBAs), due to their high theoretical capacity, low cost, and ease of preparation, are among the most promising cathode materials for sodium-ion batteries. However, most syntheses are conducted in aqueous solutions using co-precipitation methods, and the large lattice gaps in PBAs make it challenging to effectively control interstitial water content. Interstitial water within the structure of PBAs has been a primary cause of structural instability, performance degradation, and a major barrier to their widespread application. Herein, the incorporation of large-radius ions (K+, Ba2+, Ca2+, La3+) into the structure of iron-based Prussian Blue via ball milling and its impact on the structure and properties of the material are investigated. The ions (Ba2+, Ca2+, La3+) readily react with (C2O4)2− during the synthesis process to form oxalate impurities. Nevertheless, through the solvent-free ball milling method, K+ ions were successfully incorporated into the bulk structure of the material, resulting in the synthesis of Na0.32K1.53Fe[Fe(CN)6]0.98•□0.02•0.82H2O (NaK-PB) with minimal water content. Benefiting from the enhanced structural stability of the material, NaK-PB retained a reversible capacity of 91.4 mAh g−1 in 500 cycles at 0.1C, with a capacity retention rate 64% higher than that of material without K+ doping. This work presents a new strategy for reducing interstitial water content in PBAs and aids in advancing the commercial application of solvent-free ball milling synthesis for PBAs.