A synthetic route to mixed composition particles based on different Prussian blue analogues containing a gradient in either the divalent metal or the hexacyanometalate components is explored. Synthetic conditions and combinations of components that favor kinetically trapping the gradient structures are identified, and these are contrasted with cases for which gradients in composition are harder to achieve. By an exploration of several combinations, the relative rate of precipitation of the PBA components is shown to be the crucial determinant for achieving control over the gradient synthesis, a parameter that is complicated by differing crystallization mechanisms within the PBA family. For one combination, cobalt hexacyanoferrate with nickel hexacyanoferrate, a complete series of particles is demonstrated, including particles with differing divalent metal ion gradients, core particles with a gradient shell, and particles with discrete core and shell components separated by a gradient. The structural characteristics of the gradient heterostructures are compared to the individual single phases and to more standard core–shell particles.