A facile, low-cost precipitation method, utilizing an autogenously protective atmosphere without the assistance of an inert atmosphere, is proposed to synthesize nano-sized Prussian white K1.62Fe[Fe(CN)6]0.92·0.33H2O. The cathode delivers a high capacity of 120.9 mA h g-1 at 50 mA g-1 and an ultrahigh capacity retention of 98.2% after 100 cycles.