The cation‐insertion solid state electrochemistry of a potassium copper(II) hexacyanoferrate in contact with LiClO4/DMSO, NaPF6/DMSO, and KPF6/DMSO electrolytes has been theoretically and experimentally studied using the voltammetry of immobilized particles methodology. Voltammetric data, combined with SEM/EDS analysis permit to determine a K0.876CuII1.328FeIII0.049[FeIII0.318FeII0.682(CN)6] stoichiometry for the synthesized solid. Separation of electronic and ionic contributions to Gibbs energy changes can be made based on cyclic voltammetric and open circuit potential measurements. These parameters can be combined to measure values of the Gibbs energy of cation‐independent electron transfer of 7.2±0.4 (K+), 7.1±0.5 (Na+) kJ mol−1, in close agreement with the expected independence of this parameter on the electrolyte cation. The reduction Fe(III) centers bound to cyano groups exhibit a cation‐dependent, essentially Nernstian character which can be described in terms of Na+ and K+ insertion/deinsertion while in the case of Li+ electrolytes there is significant co‐cation diffusion. Chronoamperometric data provide estimates of the diffusion coefficients of Na+, and K+ ions through the solid around 10−9 cm2 s−1.