The Prussian blue lattice is known to show characteristic thermal response; the coefficient (β≡d a /d T ; a is lattice constant) of the thermal expansion changes its sign from positive to negative with increasing a . In order to comprehend the curious thermal response, we systematically investigated the pressure response of the lattice for A x M 2+ [Fe 3+ (CN) 6 ] y z H 2 O ( A = Rb and Cs, M = Ni, Zn, and Cd) by means of high-pressure Raman spectroscopy. We found that pressure coefficients (\(\alpha\equiv\mathrm{d}\hbar\omega/\mathrm{d}P\)) of the Raman shift (\(\hbar\omega\)) for the CN stretching modes are small in the M = Cd compounds. The small-α is interpreted in terms of the dynamical rotational displacement of the Fe(CN) 6 octahedra in the large- a region.