We report a conceptually new method for the synthesis of Prussian blue (PB) nanoshells with tunable size using miniemulsion periphery polymerization (MEPP). The process of MEPP involves the preparation of miniemulsion droplets using organometallic surfactants, followed by a coordination polymerization at the periphery of the droplets. The organometallic polymers with nanoshell structure were confirmed by using FT-IR, UV-vis, TEM, SEM, and AFM. WAXD measurements indicated that the shell structure suppressed the crystallization of the polymers. We also discovered that the nanoshell structure can significantly enhance the thermal stability of the materials. The hollow structures plus inherent magnetic properties of PB render the materials potential useful as multifunctional capsules.