Prussian blue (PB) and its analogues (PBAs) are among the oldest Metal-organic frameworks (MOFs) and have been widely studied for their larger surface area, ultra-high porosity, and plentiful active sites. More importantly, its ease of preparation makes it more suitable for practical application than other types of MOFs. The aim of this article is to provide an in-depth overview of the environmental remediation of PB/PBAs in Fenton-like advanced oxidation process (AOPs) (activation of hydrogen peroxide (H2O2) and persulfate (PS, e.g., S2O82−/HSO5−)). First, common synthetic strategies for PB/PBAs-based materials are summarized. Then, the applications of PB/PBAs-based materials in the removal of organic matter and purification of wastewater by Fenton-like oxidation are discussed, with particular attention to their catalytic mechanisms and the identification of reactive oxygen species (ROS). Finally, unresolved challenges and perspectives of the future are proposed. This review provides guidance for the future application and development of PB/PBA in advanced oxidation.