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Exploring high‐rate electrode materials with excellent kinetic properties is imperative for advanced sodium‐storage systems. Herein, novel cubic‐like XFe (X = Co, Ni, Mn) Prussian blue analogs (PBAs), as cathodes materials, are obtained through as‐tuned ionic bonding, delivering improved crystallinity and homogeneous particles size. As expected, Ni‐Fe PBAs show a capacity of 81 mAh g⁻¹ at 1.0 A g⁻¹, mainly resulting from their physical–chemical stability, fast kinetics, and “zero‐strain” insertion characteristics. Considering that the combination of elements incorporated with carbon may increase the rate of ion transfer and improve the lifetime of cycling stability, they are expected to derive binary metal‐selenide/nitrogen‐doped carbon as anodes. Among them, binary Ni_0.67Fe_0.33Se₂ coming from Ni‐Fe PBAs shows obvious core–shell structure in a dual‐carbon matrix, leading to enhanced electron …