The ability of Prussian Blue, ferric hexacyanoferrate (FeHCF), to sensitively and selectively detect hydrogen peroxide by its reduction in the presence of oxygen is of high importance for analytical chemistry. Success with Prussian Blue (PB) provided an appearance of contradictory reports concerning electrocatalysis of the other transition metal hexacyanoferrates (HCFs) in H2O2 reduction. Investigating thermodynamics of the catalyzed reactions as well as electrochemical properties of the hexacyanoferrates, we are able to conclude that the noniron hexacyanoferrates themselves are completely electrocatalytically inactive, except for a minor electrocatalysis in the opposite reaction, hydrogen peroxide oxidation, registered for NiHCF. Concerning the most important reaction, H2O2 reduction, the observed electrocatalytic activity (by the way, 100 times decreased compared to PB) is due to the presence of FeHCF (Prussian Blue) as defects in the structure of noniron hexacyanoferrates. This finding, considering other unique properties of transition metal HCFs, will provide a systematic search for sensing materials with improved analytical performance characteristics.