Access to multifunctionality at the nanoscale requires the development of hybrid nanostructures that combine materials of different natures. In this line of thought, current research on coordination polymers is not only focusing on their synthesis at the nanoscale, but also on combining these polymers with other materials. According to a novel and rational approach, single-layer Au@Prussian blue analogue (PBA) and double-layer Au@PBA@PBA' core-shell nanoparticles (NPs) may be obtained through the growth of a cyano-bridged coordination network on the gold surface. The nanosized heterostructures combine the plasmonic optical properties of the gold core and the magnetic properties of the PBA shell. Whereas the single-layer nanoparticles are paramagnetic, the double-layer nanostructures display ferromagnetism; therefore, the overall structural motif may be considered as multifunctional. The developed synthetic concept also includes an easy access to hollow PBA NPs.