Abstract Metal doped core–shell Metal‐Organic Frameworks@Covalent Organic Frameworks (MOFs@COFs) are presented as a novel platform for photocatalysis. A palladium (Pd) doped MOFs@COFs in the form of Pd/TiATA@LZU1 shows excellent photocatalytic performance for tandem dehydrogenation and hydrogenation reactions in a continuous‐flow microreactor and a batch system, indicating the great potential of the metal doped MOFs@COFs as a multifunctional platform for photocatalysis. Explanations for the performance enhancement are elucidated. An integrated dual‐chamber microreactor coupled with the metal doped MOFs@COFs is introduced to demonstrate a concept of an intensified green photochemical process, which can be broadly extended to challenging liquid–gas tandem and cascade reactions.