We report on the elastic properties of Ni/[Fe(CN)6] Prussian‐blue‐analogue nanoparticles investigated by high‐pressure synchrotron X‐ray diffraction and nuclear inelastic scattering. For 3 nm and 115 nm particles, we have obtained bulk moduli of (30.3 ± 3.8) GPa and (24.5 ± 3.2) GPa, with Debye sound velocities of (2496 ± 46) m s–1 and (2407 ± 38) m s–1, respectively. Combining these results, Poisson's ratio, Young's modulus, the shear modulus, and the transversal/longitudinal sound velocities have been calculated for each particle size. All of these physical quantities suggest a stiffening of the lattice when the particle size decreases, which is mainly attributed to the reduction of iron ions on the particle surface.