Nanoparticles of a Prussian blue (PB) analogue, copper hexacyanoferrate, were synthesized by using ultrasonic radiation and characterized by spectroscopic and electrochemical techniques. The nanoparticles (ca. 10 nm diameter) were immobilized onto transparent indium tin oxide electrodes by electrostatic layer-by-layer deposition. These modified electrodes showed interesting electrochromic properties, changing the coloration during the redox process from brown to orange when oxidized. The nanostructured electrode presented high stability, in contrast to that observed for PB nanoparticles; this fact must be related to the maintenance of the electrostatic assembly because the oxidized compound, CuII/FeIII(CN)6, still possesses a negative excess of charge due to the high number of cyanide groups that link the nanoparticles with the polycation, assuring the integrity of the whole electrostatic assembled film.