A Prussian blue analogue, K(0.84)Co(1.08)[Fe(CN)(6)] is prepared by reaction between [Fe(CN)(6)](3-) in aqueous solution and ion-exchanged Co(2+) in the channels of MCM-41. Powder X-ray diffraction, transmission electron microscopy, thermogravimetric analysis, nitrogen adsorption/desorption isotherms, diffuse reflectance UV-vis absorption spectroscopy and magnetic measurements were employed to characterize the product. The results show that the Prussian blue analogue is in nanoparticles within the channels and the hexagonal phase of MCM-41 remains intact during the reactions. A particle size effect on optical and magnetic properties of the nanoparticles was observed. (C) 2008 Elsevier Ltd. All rights reserved.