We construct algebra homomorphisms from affine Yangians to the current algebras of rectangular $W$-algebras both in type A. The construction is given via the coproduct and the evaluation map for the affine Yangians. As a consequence, we show that parabolic inductions for representations of the rectangular $W$-algebras can be regarded as tensor product representations of the affine Yangians under the homomorphisms. The same method is applicable also to the super setting.