Electrochromic materials can be used in new display devices because of their color-changing properties with applied voltage. The current multicolor electrochromic devices (MCECDs) are mostly prepared using several organic materials of different colors, and their process is relatively complicated, leaving preparation of simple MCECDs is still a challenge. In order to simplify the preparation process, we proposed a Prussian blue analogue composite electrochromic (MC PBA) film with four typical color states of red, blue, green, and yellow for excellent performance ECD. In this work, the preparation of a Zn-Fe Prussian blue analogue composite (Zn-Fe PBA) film was proposed by a two-step electrodeposition method. It has only one pair of redox peaks in the cyclic voltammetry curve, which corresponds to the redox reaction between Fe^Ⅲ/Fe^Ⅱ. The electrochemical performance of the Zn-Fe PBA film is excellent, which hardly degrades after 10000 cycles. It is white with almost no color change during electrochemical redox, and does not affect the color when assembling multicolor electrochromic device (Z-MCECD) with MC-PBA film. In addition, the Zn-Fe PBA film is used as ion storage layer which can significantly reduce the overpotential from 4.0 V to 1.5 V in the corresponding ECD. Benefiting from the advantages of Zn-Fe PBA film, Z-MCECD maintains four typical color states of red, blue, green, and yellow, while the operating voltage is lower and the cycle stability is also significantly improved. The transmittance control range within 2400 s was almost no attenuated, and after 3600 s, transmittance still maintained 74.4% of the initial, while the multicolor group experienced completely irreversible performance loss after 1200 s. Z-MCECD has great application potential in color electrochromic display field.