The enzyme catalysis conversion of lignocellulosic biomass into valuable chemicals and fuels showed a bright outlook for replacing fossil resources. However, the high cost and easy deactivation of free enzymes restrict the conversion process. Immobilization of enzymes in metal–organic frameworks (MOFs) is one of the most promising strategies due to MOF materials’ tunable building units, multiple pore structures, and excellent biocompatibility. Also, MOFs are ideal support materials and could enhance the stability and reusability of enzymes. In this paper, recent progress on the conversion of cellulose, hemicellulose, and lignin by MOF-immobilized enzymes is extensively reviewed. This paper focuses on the immobilized enzyme performances and enzymatic mechanism. Finally, the challenges of the conversion of lignocellulosic biomass by MOF-immobilized enzyme are discussed.