Covalent organic frameworks (COFs), a rapidly developing category of crystalline conjugated organic polymers, possess highly ordered structures, large specific surface areas, stable chemical properties, and tunable pore microenvironments. Since the first report of boroxine/boronate ester-linked COFs in 2005, COFs have rapidly gained popularity, showing important application prospects in various fields, such as sensing, catalysis, separation, and energy storage. Among them, COFs-based electrochemical (EC) sensors with upgraded analytical performance are arousing extensive interest. In this review, therefore, we summarize the basic properties and the general synthesis methods of COFs used in the field of electroanalytical chemistry, with special emphasis on their usages in the fabrication of chemical sensors, ions sensors, immunosensors, and aptasensors. Notably, the emerged COFs in the electrochemiluminescence (ECL) realm are thoroughly covered along with their preliminary applications. Additionally, final conclusions on state-of-the-art COFs are provided in terms of EC and ECL sensors, as well as challenges and prospects for extending and improving the research and applications of COFs in electroanalytical chemistry.