© 2020 Elsevier B.V. Sodium iron hexacyanoferrate (NaFeHCF) has been considered as a potential cathode for sodium-ion batteries owing to its low-cost and easily prepared procedure. However, it is still challenging to achieve long cyclic stability and superior rate capability, and the sodium storage mechanism of sodium-rich NaFeHCF is still elusive. Herein, a sodium-rich NaFeHCF with rhombohedral structure is presented with excellent electrochemical performances within 2.0–4.2 V. The specific capacity of ~115 mA h g−1 is obtained by utilizing two plateaus around 2.9 and 4.06 V, respectively. Remarkable rate performance from 10 to 4000 mA g−1 and 1000 cycles with high capacity retention is achieved as well. Synchrotron powder X-ray diffraction (PXRD) and structural refinement reveals that sodium-ions occupy three different sites (interstitial, face and edge) in rhombohedral unit cell, which contribute different capacities on different plateaus during Na+ extractions. Moreover, the rhombohedral structure is well-maintained after long-term Na+ extractions/insertions and reversible phase transitions with small volume variation are observed through in-situ synchrotron PXRD. The kinetic properties of Na+ in rhombohedral unit cell are identified by ab-initio molecular dynamics method and density functional theory calculations, which indicate that Na+ transport on three-dimensional diffusion paths, thus enabling the outstanding rate performance of NaFeHCF.