Two dumbbell‐shaped building blocks (TMB and TMBT), featuring methyl benzoate groups as hydrogen bond units, are selected to construct heterostructures of HOFs, aiming to achieve multiple functions including white luminescence, stimulus‐response behavior, as well as application in information encryption. TMB molecules are self‐assembled to form a flexible HOF (X‐HOF‐8) in p‐xylene, containing solvent channels and blue fluorescence. Upon removal of guests, it can transform into a nonporous crystal with gray fluorescence. In contrast, TMBT forms a guest‐free HOF (X‐HOF‐9) displaying orange fluorescence. They could form bulk heterojunction (BHJ) HOFs with energy transfer from TMB to TMBT, exhibiting composition‐dependent fluorescent color. Notably, white emission can be achieved in BHJ HOFs and can be converted to gray fluorescence upon guest removal; subsequently, white fluorescence is restored upon re‐capturing guests. Furthermore, rod‐like triblock heterojunction (THJ) HOFs can also be constructed, which exhibit regulatory behavior in response to gaining or losing guests. The unique luminescent characteristics and stimulus responsiveness of these HOFs make them an excellent platform for applications in anticounterfeit. This represents the pioneering achievement of white light emission in a BHJ HOF, as well as the groundbreaking realization of a THJ HOF with remarkable exciting response characteristics.