Copper and iron are the basic metal elements that have attracted much attention in industry. Prussian blue (PB) is a significant class of metal–organic frameworks (MOFs); however, the lack of such linkages between the structure and properties, as well as properties differences, limits their potential applications. In this paper, the Cu-based Prussian blue nanocubes with and without Fe doping were synthesized. With the increasing reaction time, the morphology of the Cu-based Prussian blue nanocubes without Fe doping (PB:Cu NCs) changes from cuboidal to circular, and finally grows back to cuboidal. However, Cu-based Prussian blue nanocubes with Fe doping (PB: CuFe NCs) grow directly from the cube and eventually collapse. The nanocubes show a notable red shift with the tunable spectra from 400 nm to 700 nm. Compared with PB: Cu NCs, the PB: CuFe NCs have higher temperature rise under 808 nm irradiation and better photothermal efficacy. The catalytic efficiency of PB: CuFe NCs changes with the pH and reaches its maximum value of 1.021 mM with a pH of 5.5. The enhanced catalytic reaction by the near-infrared radiation plasmonic photothermal effect is also confirmed. This work highlights the potential of the developed PB: Cu and PB: CuFe NCs for photothermal-enhanced co-catalysis nanomaterials.