The thermal-induced changes in molecular magnets based on Prussian blue analogues, M-3[Fe(CN)(6)](2)center dot xH(2)O (M = Mn, Co, Ni, Cu, Zn, and Cd), were studied from infrared, X-ray diffraction, thermo-gravimetric, Mossbauer, and magnetic data. Upon being heated. these materials loose the crystalline water that enhances the interaction between the metal centers, as has been detected from Mossbauer spectroscopy data. At higher temperatures. a progressive decomposition process takes place, liberating CN- groups, which reduces the iron atom from Fe(III) to Fe(II) to form hexacyanoferrates(II). The exception corresponds to the cobalt compound that undergoes an inner charge transfer to form Co(III) hex acyanoferrate(II). In the case of zinc ferricyanide, the thermal decomposition is preceded by a structural transformation, from cubic to hexagonal. For M = Co, Ni, Cu, and Zn the intermediate reaction product corresponds to a solid solution of M(II) ferricyanide and ferrocyanide. For M = Mn and Cd the formation of a solid solution on heating was not detected. The crystal frameworks of the initial M(II) ferricyanide and of the formed M(II) ferrocyanide are quite different. In annealed Mn(II) ferricyanide samples, an increasing anti-ferromagnetic contribution on heating, which dominates on the initial ferrimagnetic order, was observed. Such a contribution was attributed to neighboring Mn(II) ions linked by aquo bridges. In the anhydrous annealed sample such interaction disappears. This effect was also studied in pure Mn(II) ferrocyanide. The occurrence of linkage isomerism and also the formation of Ni(III), Cu(III), and Zn(III) hexacyanoferrates(II) were discarded from the obtained experimental evidence.