Prussian blue nanoparticles (PBNPs) have attracted increasing research interest in immunosensors, bioimaging, drug delivery, and application as therapeutic agents due to their large internal pore volume, tunable size, easy synthesis and surface modification, good thermal stability, and favorable biocompatibility. This review first outlines the effect of tumor markers using PBNPs-based immunosensors which have a sandwich-type architecture and competitive-type structure. Metal ion doped PBNPs which were used as T1-weight magnetic resonance and photoacoustic imaging agents to improve image quality and surface modified PBNPs which were used as drug carriers to decrease side effects via passive or active targeting to tumor sites are also summarized. Moreover, the PBNPs with high photothermal efficiency and excellent catalase-like activity were promising for photothermal therapy and O2 self-supplied photodynamic therapy of tumors. Hence, PBNPs-based multimodal imaging-guided combinational tumor therapies (such as chemo, photothermal, and photodynamic therapies) were finally reviewed. This review aims to inspire broad interest in the rational design and application of PBNPs for detecting and treating tumors in clinical research.