In this paper, we report the chemical strategy followed to obtain, in a direct way, nanoparticles of the RbxMn[Fe(CN)6](x+2)/3·nH2O (RbMnFe) Prussian blue analogue with the aim of keeping the switching ability of this compound at the nanoscale. The switching properties come from a reversible electron transfer between the iron and manganese ions and depends on the rubidium content in the structure that has to be higher than 0.6. Despite the multifunctionality of this family of compounds and its interest in various applications, no systematic studies were performed to obtain well-defined nanoparticles. This paper relates to such an investigation. To draw relationship between size reduction, composition, and switching properties, a special attention was brought to the determination of the composition through elemental analysis and structure refinement of powder X-ray diffraction patterns together with infrared spectroscopy and elemental analysis. Several chemical parameters were explored to control both the size reduction and the composition following a direct synthetic approach. The results show that the smaller the particles, the lower the rubidium content. This observation might prevent the observation of switching properties on very small particles. Despite this antagonist effect, we achieved switchable particles of around 200 nm without any use of surfactant. Moreover, the size reduction is associated with the observation of the electron transfer down to 52% of rubidium in the nanoparticles against 64% in microparticles. This work is of particular interest in processing such nanoparticles into devices.