Recently, Prussian blue and its analogues (PBAs) have attracted tremendous attention as cathode materials for sodium-ion batteries because of their good cycling performance, low cost, and environmental friendliness. However, they still suffer from kinetic problems associated with the solid-state diffusion of sodium ions during charge and discharge processes, which leads to low specific capacity and poor rate performances. In this work, novel sodium iron hexacyanoferrate nanospheres with a hierarchical hollow architecture have been fabricated as cathode material for sodium-ion batteries by a facile template method. Due to the unique hollow sphere morphology, sodium iron hexacyanoferrate nanospheres can provide large numbers of active sites and high diffusion dynamics for sodium ions, thus delivering a high specific capacity (142 mAh/g), a superior rate capability, and an excellent cycling stability. Furthermore, the sodium insertion/extraction mechanism has been studied by in situ X-ray diffraction, which provides further insight into the crystal structure change of the sodium iron hexacyanoferrate nanosphere cathode material during charge and discharge processes.