A strategy to covalently connect crystalline covalent organic frameworks (COFs) with semiconductors to create stable organic–inorganic Z‐scheme heterojunctions for artificial photosynthesis is presented. A series of COF–semiconductor Z‐scheme photocatalysts combining water‐oxidation semiconductors (TiO2, Bi2WO6, and α‐Fe2O3) with CO2 reduction COFs (COF‐316/318) was synthesized and exhibited high photocatalytic CO2‐to‐CO conversion efficiencies (up to 69.67 μmol g−1 h−1), with H2O as the electron donor in the gas–solid CO2 reduction, without additional photosensitizers and sacrificial agents. This is the first report of covalently bonded COF/inorganic‐semiconductor systems utilizing the Z‐scheme applied for artificial photosynthesis. Experiments and calculations confirmed efficient semiconductor‐to‐COF electron transfer by covalent coupling, resulting in electron accumulation in the cyano/pyridine moieties of the COF for CO2 reduction and holes in the semiconductor for H2O oxidation, thus mimicking natural photosynthesis.