A series of covalent organic frameworks (COFs) with β‐ketoenamine linkages named TpTt‐COF, TAPT‐COF, and TpPa‐1 were constructed for photocatalytic H2O2 generation in pure water and ambient air under visible light. Among them, TpTt‐COF performed striking H2O2 yield of 2647 μmol L−1, which is 3.5, 17.5, and 176.5‐fold those of TAPT‐COF, TpPa‐1, and bulk g‐C3N4, respectively, attributing to the electron‐deficient trait, short charge diffusion distance, and the narrowest bandgap of TpTt‐COF. Additionally, to achieve the facile recovery, TpTt‐COF was firmly and evenly anchored on melamine sponges (MS) because plenty of amino groups on the surface of MS could be involved in the β‐ketoenamine formation and guide the synthesis of TpTt‐COF on MS. The corresponding H2O2 evolution over this photocatalyst monolith is also respectable and can be well repeated at least four times. This work is quite instructive for photocatalyst construction based on covalent organic frameworks and facile photocatalytic applications.