The specific adsorption of alkali ions, Li+, Na+, K+, and Cs+, in electrolyte solutions on Prussian blue (PB) is investigated by using the three-dimensional (3D) reference interaction site-model (RISM) theory. The results from 3D-RISM show dramatically different adsorption sites between large ions (K+ and Cs+) and small ions (Li+ and Na+). The small ions are adsorbed at the channel entrance sites without the water–ion exchange mechanism. In contrast, the large ions are adsorbed in PB by the water–ion exchange mechanism, and the adsorption site of large ions is located at the center of the cage or at the interstitial site.