Metal–organic frameworks (MOFs) for enzyme immobilization have already shown superior tunable and designable characteristics, however, their diverse responsive properties have rarely been exploited. In this work we integrated a responsive MOF into a MOF–enzyme composite with the purpose of designing an “all‐in‐one” multifunctional composite with catalytic and luminescence functions incorporated into a single particle. As a proof‐of‐concept, glucose oxidase (GOx) was encapsulated in situ within an oxygen (O2)‐sensitive, noble‐metal‐free, luminescent CuI triazolate framework (MAF‐2), denoted as GOx@MAF‐2. Owing to the rigid scaffold of MAF‐2 and confinement effect, the GOx@MAF‐2 composite showed significantly improved stability (shelf life of 60 days and heat resistance up to 80 °C) as well as good selectivity and recyclability. More importantly, owing to the O2 sensitivity of MAF‐2, the GOx@MAF‐2 composite exhibited a rapid and reversible response towards dissolved O2, thereby allowing direct and ratiometric sensing of glucose without the need for chromogenic substrates, cascade enzymatic reactions, or electrode systems. High sensitivity with a detection limit of 1.4 μm glucose was achieved, and the glucose levels in human sera were accurately determined. This strategy has led to a new application for MOFs that can be facilely extended to other MOF–enzyme composites due to the multifunctionality of MOFs.