At present, applications of covalent organic frameworks (COFs), a class of novel crystalline porous materials fabricated by organic structural blocks only containing light elements such as C, H, N, O and B through strong covalent bonds, in electrochemical sensing have entered a period of rapid development and showed great potential in various analytical fields such as environmental analysis, food analysis, pharmaceutical analysis, biological and clinical analysis owing to their unique advantages including regular porosity, large specific surface area, periodical ordered structure, extended π‐conjugated system, abundant functional groups and outstanding thermal and chemical stability. But there are still many concerns that need to be urgently solved for further electrochemical sensing application including improvement of electric conductivity and enhancement of selectivity. Limited by poor conductivity and low recognition ability of primitive COFs, they always need to be further functionalized. To further promote the development of COFs‐based electrochemical sensing technology, here, we summarize and review the recent advances on construction of two‐dimensional functional COFs materials for electrochemical sensing applications and related sensing device setups in detail, including design strategies, preparation methods, modification considerations, sensing principles and analytical applications, and tentatively propose development prospects and outlooks in future.