Conjugated microporous polymers (CMPs) have attracted extensive attention due to their permanent porosity, large specific surface area, unique thermal and chemical stability, and highly delocalized π−π conjugated skeleton. These outstanding characteristics give them a great potential for the applications in adsorption science and many other fields. This review summarizes the recent significant developments and breakthroughs in the synthesis of CMPs and their applications in the adsorption of a variety of compounds including gases, organic pollutants, heavy metal ions, etc. This review also highlights the efforts that the researchers have taken in the improvement of the adsorption performance of the CMPs. Meanwhile, the challenges that CMPs face in the field of adsorption are also discussed. Finally, the possible application directions of CMPs in the field of adsorption are also anticipated.