Nanoparticles of Prussian blue analogues Ni3［Fe(CN)6］·8.28H2O have been successfully synthesized by co-precipitation method. The nanoparticles were characterized by elemental analysis, X-ray diffraction, Fourier transform infrared spectrometry and transmission electron microscopy. Magnetic measurement was carried by superconducting quantum interference device magnetometer and the result showed the the transition temperature Tc=22.8K. The interaction between Ni(Ⅱ) and Fe(Ⅲ) was identified to be a kind of ferromagnetic coupling and was clearly explained by molecular orbital theory. The Mssbauer spectra have been used to explain the origin of magnetism.