A series of photomagnetic coordination polymer core–shell heterostructures, based on the light-switchable Prussian blue analogue Rb a Co b [Fe­(CN)6] c ·mH2O (RbCoFe-PBA) as the core and the ferromagnetic K j Ni k [Cr­(CN)6] l ·nH2O (KNiCr-PBA) as the shell, was studied using powder X-ray diffraction, down to 100 K, and magnetometry, down to 2 K, to investigate the influence of the shell thickness on light-induced magnetization changes and gain insight into the mechanism. The core material is known to undergo a charge-transfer-induced spin transition (CTIST), and synchrotron powder diffraction was used to monitor structural changes in both the core and the shell associated with the thermally and optically induced CTIST of the core. Significant lattice contraction in the RbCoFe-PBA core upon cooling through the high-spin to the low-spin state transition near ∼260 K induces strain on the KNiCr-PBA shells. This lattice strain in the shell can be relieved either by thermal cycling back to high temperature or by using light to access the metastable high-spin state of the core at low temperature. The different extents of strain in the KNiCr-PBA shell are reflected in low-temperature, low-field magnetization versus temperature data in the light and dark states. A broader magnetic transition at T c ≈ 70 K in the dark state relative to the light state reflects the greater dispersion of nearest-neighbor contacts and exchange energies induced by the structural distortions of the strained state. Analyses for different shell thicknesses, coupled with high-field magnetization data, support a mechanism whereby the light-induced magnetization changes in the KNiCr-PBA shell are due to realignment of the local magnetic anisotropy as a result of the structural changes in the shell associated with the optical CTIST of the core. Through magnetization and structural analyses, the depth to which the properties of the shell are influenced by the core–shell architecture was estimated to be between 40 and 50 nm.