Poly(vinylidene fluoride‐co‐hexafluoropropylene) (PVDF‐HFP) is a highly versatile polymer used for water remediation due to its chemical robustness and processability. By incorporating metal‐organic frameworks (MOFs) into PVDF‐HFP membranes, the material can gain metal‐adsorption properties. It is well known that the effectiveness of these composites removing heavy metals depends on the MOF's chemical encoding and the extent of encapsulation within the polymer. In this study, it is examined how the micro to nanoscale structure of PVDF‐HFP@MOF membranes influences their adsorption performance for CrVI. To this end, the micro‐ and nanostructure of PVDF‐HFP@MOF membranes are thoroughly studied by a set of complementary techniques. In particular, small‐angle X‐ray and neutron scattering allow to precisely describe the nanostructure of the polymer‐MOF complex systems, while scanning microscopy and mercury porosimetry give a clear insight into the macro and mesoporosity of the system. By correlating nanoscale structural features with the adsorption capacity of the MOF nanoparticles, different degrees of full encapsulation‐based on the PVDF‐HFP processing and structuration from the macro to nanometer scale are observed. Additionally, the in situ functionalization of MOF nanoparticles with cysteine is investigated to enhance their adsorption toward HgII. This functionalization enhanced the adsorption capacity of the MOFs from 8 to 30 mg·g−1.