Covalent organic frameworks (COFs) have permanent, nanometer‐scale pores endowed with high porosity and thermal and chemical stability, which is widely used as composite membranes and applied in the field of separation. Conventional methods for preparing composite membranes, such as spray coating, spin coating, and pressure‐assisted or vacuum‐assisted filtration, have problems such as the selective layer can easily fall off. Here, an integrated casting–precipitation–evaporation method is proposed to prepare flexible COF composite membranes (DPBI/HTpBD). The DPBI/HTpBD composite membranes constructed with hollow spherical shell COF selective layer (HTpBD) and porous supporting layer are designed and applied in a vanadium flow battery. The excellent coulombic efficiency (CE, 99.5%) and voltage efficiency (VE, 81.1%) of batteries (180 mA cm−2) are achieved by the nanometre‐scale pores of the hollow spherical shell COF selective layer. In addition, the rigid pore structure inside COF bonded by covalent bonds endows the DPBI/HTpBD composite membranes with outstandingly high temperature stability. Compared to that of the Nafion 212 and DPBI pristine membranes (CE reduces by 5.2%, 3.3%), the CE of DPBI/HTpBD‐9 composite membrane‐based cell only reduces by 0.9% as the temperature increases from 25 to 55 °C. This work provides a new preparation method for high ion‐selective and high temperature stable battery membranes.