Abstract Molecular‐level insight into the interfacial composition of electrodes at the solid‐electrolyte and the solid‐electrode interface is essential to understanding the charge transfer processes, which are vital for electrochemical (EC) and photoelectrochemical (PEC) applications. However, spectroscopic access to both interfaces, particularly upon application of an external bias, remains a challenge. Here, in situ surface sensitive vibrational sum‐frequency generation (VSFG) spectroscopy is used for the first time to directly access the interfacial structure of a cobalt‐containing Prussian blue analog (Co‐PBA) in contact with the electrolyte and TiO2/Au surface. Structural and compositional changes of the Prussian blue layer during electrochemical oxidation are studied by monitoring the stretching vibration of the CN group. At open circuit potential, VSFG reveals a non‐homogeneous distribution of oxidation states of metal sites: FeIII–CN–CoII and FeII–CN–CoIII coordination motifs are dominantly observed at the Co‐PBA|TiO2 interface, while it is only the FeII–CN–CoII unit at the electrolyte interface. Upon increasing the potential applied to the electrode, the partial oxidation of FeII–CN–CoII to FeIII–CN–CoII is observed followed by its transformation to FeII–CN–CoIII via charge transfer and, finally, the formation of FeIII–CN–CoIII species at the interface with TiO2 and the electrolyte.