Prussian blue has great potential for using as a sodium cathode material owing to its high working potential and cube frame structure. Herein, this work reports a two-step method to synthesize Prussian blue with ascorbic acid (AA) as the ball-milling additive, which improves electrochemical rate performance of Prussian blue during the traditional co-precipitation method. The obtained Prussian blue sample exhibited a superior specific capability (113.3 mAh g^-1 even at 20 C, 1 C=170 mA g^-1) and a specific capacity retention of 84.8% after 100 cycles at 1 C rate. In order to enhance the cycling performance of the Prussian blue, an in situ polyaniline (PANI) coating strategy was employed in which aniline was added into the electrolyte and polymerized under electrochemical conditions. The coated anode exhibited a high specific capacity retention of 62.7% after 500 cycles, which is significantly higher than that of the non-coated sample which only remains 40.1% after 500 cycles. This development has shown a great potential as a low-cost, high-performance and environmental-friendly technology for large-scale industrial application of PB.