As a class of widely used biocatalysts, enzymes possess advantages including high catalytic efficiency, strong specificity and mild reaction condition. However, most free enzymes have high requirements on the reaction environment and are easy to deactivate. Immobilization of enzymes on nanomaterial‐based substrates is a good way to solve this problem. Metal‐organic framework (MOFs), with ultra‐high specific surface area and adjustable porosity, can provide a large space to carry enzymes. And the tightly surrounded protective layer of MOFs can stabilize the enzyme structure to a great extent. In addition, the unique porous network structure enables selective mass transfer of substrates and facilitates catalytic processes. Therefore, these enzyme‐immobilized MOFs have been widely used in various research fields, such as molecule/biomolecule sensing and imaging, disease treatment, energy and environment protection. In this review, the preparation strategies and applications of enzyme‐immobilized MOFs are illustrated and the prospects and current challenges are discussed.