The shortage of lithium resources has spurred a research boom in sodium-ion batteries, with Prussian blue analogs (PBAs) becoming a popular choice for cathode materials due to their low cost, fast ion transport, structural stability, and environmental friendliness. Notably, iron-based PBAs(Fe-PBAs) are promising for industrial applications due to the abundance of iron resources. In this study, the structural characteristics, electrochemical reaction properties, and the existing challenges of Fe-PBAs were analyzed, comprehensively reviewing the latest research achievements in synthesis methods and strategies for enhancing electrochemical performance. Optimizing the electrochemical performance of Fe-PBAs hinges upon effectively inhibiting the generation of [Fe(CN)6] vacancies defect, the introduction of crystallization water, and activating the electrochemical activity of low-spin Fe. In terms of synthesis methods, the latest advancements in mainstream technological pathways such as coprecipitation, hydrothermal synthesis, and ball milling, showcasing the diversity and development potential of Fe-PBAs preparation techniques were reviewed. To enhance the electrochemical performance of Fe-PBAs, this study systematically summarize the enhancement mechanisms, application effects, and potential limitations of strategies such as ion doping, morphology and structure regulation, surface coating modification, synthesis process optimization, and electrolyte optimization, based on the latest research findings. Finally, this study discuss the future trends and directions for the development of Fe-PBAs, emphasizing the importance of continuous optimization of manufacturing processes, exploring new avenues for in-depth modification and enhancement, leveraging AI technology, and applying novel reactor technologies. This study aims to provide valuable references for research and applications in the field of Fe-PBAs cathode materials and sodium-ion batteries.