Abstract Photocatalytic H 2 O 2 production by conversion of O 2 in aqueous solution is often challenged by the use of sacrificial agents, the separation of powdery photocatalysts, solution, and contaminants, and low activity of photocatalyst. Herein, a membrane of covalent furan‐benzimidazole‐linked polymer (Furan‐BILP) with both O‐ and N‐containing heterocycles bonded via OCCN is reported for the first time as a photocatalyst to harvest clean H 2 O 2 in pure water with high‐performance. A coordination‐polymer hard template strategy is developed to produce Furan‐BILP hollow microfibers that can be further assembled into membranes with desired sizes. The resultant Furan‐BILP membrane directly delivers clean H 2 O 2 solution as the product with a high H 2 O 2 production rate of 2200 µmol g −1 h −1 in pure water. Density functional theory calculations and experiment results indicate that the C atom from Furan ring on the linkage binds to the adsorbed OOH * , the H atom of OOH * forms a hydrogen bond with the N atom in the benzimidazole ring, thus the intermediate six‐membered ring structure stabilizes the OOH * and favors 2e‐ORR. The strategy using both molecular engineering to tune the electronic structure and macrostructural engineering to shape the morphology may be applied to design other coordination organic polymer photocatalysts with further improved performance.