Prussian blue analogues (PBAs) have emerged as a promising electrode material for aqueous aluminum-ion batteries (AAIBs) due to their three-dimensional (3D) open-framework structure. However, the problems of brief cycling life and poor rate capability are still to be solved urgently in application. In this article, copper hexacyanoferrate (CuHCF) is synthesized by a simple coprecipitation method, and the preintercalation of CuHCF is successfully regulated at different temperatures as a cathode material for the AAIBs. Different preintercalation temperatures have a significant effect on the electrochemical performances for the resulting CuHCF. With the contribution of Al3+ ions preintercalated inside CuHCF, stability and conductivity could be greatly enhanced during the electrochemical tests. Al3+ ions preintercalated in CuHCF support the crystal structure, expand the interlayer space, and reduce structural changes in the process of charge and discharge, with open channels improving ionic conductivity. The optimized CuHCF preintercalated at 40 °C (CuHCF-P40) shows the greatest capacity and best cycling properties. The CuHCF-P40 delivers a discharge capacity of 83.1 mA h g–1 at 50 mA g–1, which is about 1.6 times higher than that of the original CuHCF. The CuHCF-P40 has long-time stability, the specific capacity can still be maintained at 54.5 mA h g–1, and its capacity retention is 80.3% after 5000 cycles at 1000 mA g–1. This strategy of improving PBA materials through preintercalation provides a new idea for further application of PBA materials in AAIBs.