Prussian blue analogues (PBAs) are one of the most promising cathode materials for sodium (Na)-ion batteries owing to their large channel size and stability in aqueous and organic electrolytes. However, the impact of interstitial water molecules within PBA channels has not yet been adequately investigated. Herein, by comparing the electrochemical performance of PBAs in aqueous and organic electrolytes, we demonstrate that water molecules depending on their number can inhibit the insertion of hydrated Na+ ions. As a result, CuHCFe-1.4H2O with fewer interstitial water molecules possesses a higher specific capacity in an aqueous electrolyte compared to CuHCFe-1.8H2O, which has a higher number of interstitial water molecules. In addition, we found that interstitial water molecules can obstruct Na+ ion diffusion, leading to poor kinetic properties. We believe that the newly found roles of interstitial water molecules could shed light on the design of high-performance PBAs for Na+-ion battery cathodes.