A deep structural investigation predominantly by X-ray spectroscopic techniques is conducted on films of copper hexacyanoferrate (CuHCF) deposited under different conditions, aimed at establishing structure–properties relationships. We show that the potentiodynamic electrosynthesis of CuHCF on carbon-based surfaces produces a highly disordered material, with a variable amount of Prussian Blue (PB). The subsequent Cu2+ intercalation induces the partial conversion of PB into CuHCF, which explains the improved electrocatalytic properties after the intercalation process. Both Cu and Fe K-edge data have been recorded. For the sample with the lower amount of PB, we could perform a multiple edge data analysis to determine the local atomic environment around both metal centres using the same set of structural parameters. The presence of high multiplicity Cu–N–C–Fe linear chains has allowed us to determine accurately the local environment of Fe while fitting the Cu K-edge data only. Using this approach we have retrieved structural information around Fe for those samples in which the concomitant presence of PB would have made impossible the analysis of the Fe K-edge. The Fe–C, C–N and Cu–N bond distances have been found in agreement with those of the bulk structures, but higher values of [Fe(CN)6] vacancies for the building blocks have been evidenced, reaching a value of ∼45% in one sample. XANES, Raman and SEM data agree with the model proposed for each studied electrode.