Prussian Blue Analogues (PBAs), which are characterized by their open structure, high stability, and non-toxic properties, have recently been the subject of research for various applications, including their use as electrode precursors for capacitive deionization, gas storage, and environmental purification. These materials can be readily tailored to enhance their affinity towards gases for integration with sensing devices. An improved understanding of PBA-gas interactions is expected to enhance material development and existing sensor deposition schemes greatly. The use of inverse gas chromatography (IGC) is a robust approach for examining the relationship between porous materials and gases. In this study, the adsorption properties of (functionalized) hydrocarbons, i.e., probe molecules, on the copper hexacyanoferrate (CuHCF) lattice were studied via IGC, demonstrating that alkylbenzenes have a higher affinity for this material than n-alkanes. This difference was rationalized by steric hindrance, π–π interactions, and vapour pressure effects. Along the same line, the five isomers of hexane showed decreasing selectivity upon increased steric hindrance. Enthalpy values for n-pentane, n-hexane and n-heptane were lower than that of toluene. The introduction of increased probe masses resulted in a surface coverage of 46% for toluene. For all n-alkane probe molecules this percentage was lower. However, the isotherms of these probes did not show saturation points and the observed linear regime proves beneficial for gas sensing. Our work demonstrates the versatility of CuHCF for gas sensing purposes and the potential of IGC to characterize the adsorption characteristics of such a porous nanomaterial.