We report electron transport measurements through nano-scale devices consisting of 1 to 3 Prussian blue analog (PBA) nanoparticles connected between two electrodes. We compare two types of cubic nanoparticles, CsCo^IIIFe^II (15 nm) and CsNi^IICr^III (6 nm), deposited on highly oriented pyrolytic graphite and contacted by conducting-AFM. The measured currents show an exponential dependence with the length of the PBA nano-device (up to 45 nm), with low decay factors β, in the range 0.05 - 0.1 nm^-1 and 0.15 - 0.18 nm^-1 for the CsCoFe and the CsNiCr nanoparticles, respectively. From the theoretical analysis of the current-voltage curve for the nano-scale device made of a single nanoparticle, we deduce that the electron transport is mediated by the localized d bands at around 0.5 eV from the electrode Fermi energy in the two cases. By comparison with ab-initio calculations, we tentatively identify the involved orbitals as the filled Fe(II)-t₂g d band (HOMO) for CsCoFe and the half-filled Ni(II)-eg d band (SOMO) for CsNiCr. Conductance values measured for multi-nanoparticle nano-scale devices (2 and 3 nanoparticles between the electrodes) are consistent with a multi-step coherent tunneling in the off-resonance regime between adjacent PBAs, a simple model gives a strong coupling (around 0.3 eV) between the adjacent PBA nanoparticles, mediated by electrostatic interactions.