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A concentration-gradient composition is proposed as an effective approach to solve the mechanical degradation and improve the electrochemical cyclability for cathodes of sodium-ion batteries. Concentration-gradient shell NaxNiyMn1-yFe(CN)6·nH2O, in which the Ni content gradually increases from the interior to the particle surface, is synthesized by a facile co-precipitation process. The as-obtained cathode exhibits an improved electrochemical performance compared to homogeneous NaxMnFe(CN)6·nH2O, delivering a high reversible specific capacity of 110 mA h g-1 at 0.2 C and outstanding cycling stability (93% retention after 1000 cycles at 5 C). The improvement of electrochemical performance can be attributed to its robust microstructure that effectively alleviates the electrochemically induced stresses and accumulated damage during sodiation/desodiation and thus prevents the initiation of fracture in the particles upon long term cycling. These findings render a prospective strategy to develop high-performance electrode materials for sodium-ion batteries.