Thin films of cobalt-iron cyanide (Co-Fe Prussian blue) have been fabricated by means of the modified Langmuir-Blodgett (LB) method using a smectite clay mineral (montmorillonite). In this combined method, clay LB films play a template role in the formation of the Co-Fe Prussian blue thin layer. The films were revealed to possess a well-organized structure not only in perpendicular directions to the film surface but also in parallel directions to the film surface. The photoinduced electron transfer from the iron ion to the cobalt through the bridging cyanide in the films occurred at low temperature (8 K), similar to that in the bulk Co-Fe Prussian blue. The films clearly exhibited magnetic anisotropy with regards to the direction of the applied magnetic field. Moreover, the photoinduced magnetization effect in the films was also found to be anisotropic.