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Prussian blue nanoparticles (PBNPs) have been identified as a promising candidate for biomimetic peroxidase (POD)-like activity, specifically due to the metal centres (Fe3+/Fe2+) of Prussian blue (PB), which have the potential to function as catalytically active centres. The decoration of PBNPs with desired functional polymers (such as amino- or carboxylate-based) primarily facilitates the subsequent linkage of biomolecules to the nanoparticles for their use in biosensor applications. Thus, the elucidation of the catalytic POD mimicry of these systems is of significant scientific interest but has not been investigated in depth yet. In this report, we studied a series of poly(ethyleneimine) (PEI)-mediated PBNPs (PB/PEI NPs) prepared using various synthesis protocols. The resulting range of particles with varying size (~19–92 nm) and shape combinations were characterised in order to gain insights into their physicochemical properties. The POD-like nanozyme activity of these nanoparticles was then investigated by utilising a 3,3′,5,5′-tetramethylbenzidine (TMB)/H2O2 system, with the catalytic performance of the natural enzyme horseradish peroxidase (HRP) serving as a point of comparison. It was shown that most PB/PEI NPs displayed higher catalytic activity than the PBNPs, with higher activity observed in particles of smaller size, higher Fe content, and higher Fe2+/Fe3+ ratio. Furthermore, the nanoparticles demonstrated enhanced chemical stability in the presence of acid, sodium azide, or high concentrations of H2O2 when compared to HRP, confirming the viability of PB/PEI NPs as a promising nanozymatic material. This study disseminates fundamental knowledge on PB/PEI NPs and their POD-like activities, which will facilitate the selection of an appropriate particle type for future biosensor applications.