With the escalating global energy crisis and environmental pollution, the development of advanced materials combining high activity and stability has emerged as a critical research frontier. Two-dimensional transition metal carbides/nitrides (MXenes) and covalent organic frameworks (COFs) have attracted immense attention for their unique physicochemical properties; however, their practical implementation as individual components is hindered by the restacking and oxidation tendencies of MXenes, and the intrinsic low conductivity and poor processability of COFs. This review provides a comprehensive overview of recent advancements in COF/MXene heterostructures, highlighting how precise interface engineering strategies-such as electrostatic self-assembly, in-situ growth, and covalent bonding-achieve synergistic structural and functional enhancements. The resulting conductive skeleton-porous sieving architecture not only effectively resolves the trade-off between conductivity and active site accessibility but also significantly improves mechanical flexibility and environmental stability. Furthermore, the article systematically summarizes the broad applications of these composites across emerging fields, including electrocatalytic energy conversion, electrochemical energy storage, environmental remediation, intelligent biosensing, precision membrane separation, and biomedicine. Finally, the challenges regarding scalable fabrication and long-term stability are critically analyzed, offering perspectives on future research directions.