Covalent organic frameworks (COFs) are a type of crystalline porous polymers that possess ordered structures and eternal pores. Because of their unique structural characteristics and diverse functional groups, COFs have been used in various application fields, such as adsorption, catalysis, separation, ion conduction, and energy storage. Among COFs, the fluorine‐containing COFs (fCOFs) have been developed for special applications by virtue of special physical and chemical properties resulting from fluorine element, which is a nonmetallic halogen element and possesses strong electronegativity. In the organic chemistry field, introducing fluorine into chemicals enables those chemicals to exhibit many interesting properties, and fluorine chemistry increasingly plays an important role in the history of chemical development. The introduction of fluorine in COFs can enhance the crystallinity, porosity, and stability of COFs, making COFs having superior performances and some new applications. In this review, the synthesis and application of fCOFs are systematically summarized. The application involves photocatalytic production of hydrogen peroxide, photocatalytic water splitting, electrocatalytic CO2 reduction, adsorption for different substances (H2, pesticides, per‐/polyfluoroalkyl substances, polybrominated diphenyl ethers, bisphenols, and positively charged organic dye molecules), oil−water separation, energy storage (e.g., zinc‐ion batteries, lithium−sulfur batteries), and proton conduction. Perspectives of remaining challenges and possible directions for fCOFs are also discussed.