Metal–organic frameworks (MOFs) comprising metal ions or clusters coordinated to organic ligands have become a class of emerging materials in the field of biomedical research due to their bespoke compositions, highly porous nanostructures, large surface areas, good biocompatibility, etc. So far, many MOFs have been developed for imaging and therapy purposes. The unique porous nanostructures render it possible to adsorb and store various substances, especially for gaseous molecules, which is rather challenging for other types of delivery vectors. In this review, we mainly focus on the recent development of MOFs for controlled release of three gaseous transmitters, namely, nitric oxide (NO), carbon monoxide (CO), and hydrogen sulfide (H2S). Although these gaseous molecules have been known as air pollutants for a long time, much evidence has been uncovered regarding their important physiological functions as signaling molecules. These signaling molecules could be either physically absorbed onto or covalently linked to MOFs, allowing for the release of loaded signaling molecules in a spontaneous or controlled manner. We highlight the designing concept by selective examples and display their potential applications in many fields such as cancer therapy, wound healing, and anti-inflammation. We hope more effort could be devoted to this emerging fields to develop signaling molecule-releasing MOFs with practical applications.