Spectroelectrochemical measurements of poly(3,4-ethylenedioxythiophene) (pEDOT) modified by iron hexacyanoferrate (Fehcf) network, chloride (Cl), polystyrenesulfonate (PSS), and hexacyanoferrate (FeCN) ions were shown. Depending on the electrode potential, three main maxima absorbance were recorded. The first related to, the π–π* transition in undoped state of pEDOT, the second and the third are ascribed to transitions between the valence band and the polaron and bipolaron bands, respectively. There is also identified spectrophotometric response from the ligand–metal charge transfer of hexacyanoferrates from pEDOT modified with Fehcf and FeCN. The energy band gap (E g) was evaluated from the spectroelectrochemical curves of the undoped pEDOT films. The pEDOT/Fehcf material exhibits the band gap of 1.40 eV which is the lowest among measured E g values equal 1.55, 1.53, and 1.58 eV for pEDOT/FeCN, pEDOT/Cl, and pEDOT/PSS, respectively. Thus, synergetic effect of polymer and Prussian blue is proved as a significant decrease of the E g value.