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Adsorption of DNA probes onto nanomaterials is a promising strategy for bioassay establishment typically using fluorescence or catalytic activities to generate signals. Albeit important, there is currently a lack of systematic understanding of the sensing behaviors building on nanomaterial–DNA interactions, which greatly limits the rational method design and their subsequent applications. Herein, the issue was investigated by employing multifunctional metal–organic frameworks (MOFs) (FeTCPP⊂UiO-66) as a model that was synthesized via integrating heme-like ligand FeTCPP into commonly used MOFs (UiO-66). Our results demonstrated that the fluorescently labeled DNA adsorbed onto FeTCPP⊂UiO-66 was quenched through photoinduced electron transfer, fluorescence resonance energy transfer, and the internal filtration effect. Among different DNA structures, double-stranded DNA and hybridization chain reaction products largely retained their fluorescence due to desorption and conformational variation, respectively. In addition, ssDNA could maximally inhibit the peroxidase activity of FeTCPP⊂UiO-66, and this inhibition was strongly dependent on the strand length but independent of base composition. On the basis of these discoveries, a fluorescence/colorimetric dual-modal detection was designed against aflatoxin B1 with satisfactory performances obtained to further verify our results. This study provided some new insights into the sensing behaviors based on MOF–DNA interactions, indicating promising applications for rational bioassay design and its performance improvement.