Exploration and development of advanced materials with desired electrochemical performance is highly needed for supercapacitors and the oxygen evolution reaction (OER). For this, we have investigated ternary-, quinary-, and quaternary-metal (or high-entropy) Prussian blue analogue (PBA) nanocubes prepared via a one-step co-precipitation method. The metals involved include Co, Ni, Mn, Cu, and Zn. The particle size, hexacyanoferrate vacancy content, specific surface area, electrical conductivity, and electronic structure are varied by manipulating the number of metals used. The effects of Cu and Zn additions are addressed. We found that Cu-doping effectively boosts the electrical conductivity, Zn-doping modulates the formation of hexacyanoferrate vacancies, and Cu/Zn co-doping tunes the particle size and specific surface area. High-entropy PBAs exhibiting a specific capacity of 44.8 mA h g⁻¹ at a current density of 1 A g⁻¹ and high cycling stability for supercapacitor application, and a low overpotential of 242 mV at 10 mA cm⁻² and an excellent 60 h stability with negligible potential decline for OER application are demonstrated.