Highly active oxygen evolution reaction (OER) electrocatalysts, such as those containing Fe, often face the challenge of severe dissolution of active elements. Addressing this concern through the establishment of a dynamically stable interface during OER presents a promising strategy, achieved by manipulation of catalyst components. Herein, the findings reveal that Fe loss during OER predominantly occurs during the initial activation phase, marked by irreversible structural distortion that disrupts interfacial dynamical stability. By investigating the structural evolution of Fe‐containing Prussian blue analogs, serving as a model OER precatalyst, the correlation between precatalyst structural changes and interfacial dynamic stability is elucidated. Utilizing thermal annealing of CoFe bimetal Prussian blue, favorable thermodynamic conditions are induced for generating cyano vacancies within the matrix, thereby facilitating enhanced initial activation during OER. Consequently, catalytically active and stable oxyhydroxide species rapidly form at the interface, exhibiting robust interactions with interfacial Fe elements to stabilize interface dynamics. Suppression of the irreversible structural distortion responsible for active element loss during initial activation culminates in enhanced OER activity and stability.