Prussian blue (PB) and its analogs (PBAs) are considered one of the most promising materials for sodium‐ion batteries (SIBs). The typical PB with perfect structure and highly integrated lattice has excellent structural stability, but the possible structural defects inevitably generated in the synthesis process will deteriorate its structure during cycling, resulting in rapid capacity degradation, and impede their practical application. However, not all defects are detrimental, as proper defect construction can customize the local nature of PB to achieve outstanding new functions. This paper reviews various defect engineering designs for PBAs, such as the creation/suppression of cation or anion vacancies, the introduction of cation doping, the reduction of dislocation defects, and the construction of pore‐defect engineering. As a result, the structure–activity relationship between defects and electrochemical performance of SIBs is summarized. Moreover, the existing challenges and future development prospects are discussed, and the potential application of defect engineering in PBAs for SIBs is emphasized.