Powdered Prussian blue analogues (PBAs) and PBAs confined in ordered mesoporous silica monoliths were used as oxide precursors through thermal treatment under an oxidizing atmosphere. The study focuses on the transformation of the alkali cation-free CoCo PBA of chemical formula K0.1CoII4[CoIII(CN)6]2.7·20 H2O. The compounds were characterized by transmission electron microscopy (TEM), X-ray diffraction (XRD), IR spectroscopy and small-angle X-ray scattering (SAXS), and the magnetic properties of the calcined samples were investigated. In both cases, powdered and confined PBAs, the coordination polymers are transformed into well-crystallized Co3O4 spinel oxide. In the case of the confined PBA, isolated Co3O4 single crystals confined within the ordered mesoporosity of the monoliths were evidenced by HRTEM. A preliminary study shows an effect of particle size and confinement on the magnetic properties of the confined oxide particles.