An alkali-ion battery is provided with a transition metal cyanometallate (TMCM) sheet cathode and a non-alkaline metal anode. The fabrication method mixes TMCM powders, conductive additives, and a polytetrafluoroethylene binder with a solution containing water, forming a wet paste. The wet paste is formed into a free-standing sheet of cathode active material, which is laminated to a cathode current collector, forming a cathode electrode. The free-standing sheet of cathode active material has a thickness typically in the range of 100 microns to 2 millimeters. The cathode electrode is assembled with a non-alkaline metal anode electrode and an ion-permeable membrane interposed between the cathode electrode and anode electrode, forming an assembly. The assembly is dried at a temperature of greater than 100 degrees C. The dried assembly is then inserted into a container (case) and electrolyte is added. Thick anodes made from free-standing sheets of active material can be similarly formed.