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In this study, we adopt a facile two-step annealing strategy to synthesize different structural 3D Fe2O3 micro-cubes and 3D Fe3O4 micro-cubes using Prussian blue (PB) as a precursor. Importantly, the effect of the annealing temperature on the structural evolution of the products is systematically investigated. In the first step, the 3D Fe2O3 cubes are synthesized by annealing PB in air. With the increasing temperature, the morphology of 3D Fe2O3 changes from the cube with pores on surface to the hollow cube assembled by nanosheets (HCNSs), which is caused by the higher gas generation and overflow. In the second step, 3D Fe3O4 cubes are obtained by annealing 3D Fe2O3-HCNSs in the atmosphere of Ar/H2. With the increasing temperature, the morphology of 3D Fe3O4 changes from the hollow cube assembled by nanosheets to the hierarchical porous hollow cube assembled by fine nano-particles (denoted as HCNPs), an interesting micro/nano-structure that is obtained by recrystallization and reduction. When the temperature is excessive, the building blocks become larger and the 3D structures collapse. Furthermore, we evaluate the electrochemical performance of 3D hierarchical porous Fe3O4-HCNPs as the anode materials for Li-ion batteries. They exhibit enhanced electrochemical performance, characterized by a large reversible capacity of 1193.6 mA h g−1 at a current density of 100 mA g−1 and a high rate capacity of 942.1 mA h g−1 at 1000 mA g−1. This superior performance is due to the unique structural advantages of 3D hierarchical porous Fe3O4-HCNPs, including abundant meso/micro-pores, hollow structure and robust structural stability. [ABSTRACT FROM AUTHOR]