Electrochemical reduction of nitrate to ammonia (nitrate reduction reaction, NO3−RR) under ambient conditions is an alternative for ammonia synthesis and a promising strategy for hydrogen storage and transportation. In this study, FeCo Prussian blue analogue (PBA) hierarchical cubic arrays (FeCo PBA HCAs) grown on carbon fiber cloth were first used as electrocatalysts for NO3−RR in the neutral electrolyte of phosphate buffer solution, and satisfactory yield rate (1788.4 µg h−1 cm−2) and Faradaic efficiency toward NH3 (81.01%) were achieved. Electrochemical results and operando Raman spectroscopy confirmed that the cyanide group is crucial for improving the catalytic activity. The frontier orbital theory was first employed to study the NO3−RR process and revealed that the cyanide group could upshift the highest occupied state (equals to the highest occupied molecular orbital) of the catalyst, which facilitates the electron injection to the lowest unoccupied molecular orbital of nitrate, and thus optimizes the Gibbs free energy of adsorbed intermediates and eventually promotes the NO3−RR process.