The poor electronic and ionic conductivities of covalent organic frameworks (COFs) severely restrict the development of COF‐based electrodes for practical rechargeable batteries, therefore inspiring more research interest from the direction of both material synthesis and technology. Herein, a dual‐porous COF, USTB‐6, with good crystallinity and rich redox‐active sites is conceived and fabricated by the polymerization of 2,3,8,9,14,15‐hexa(4‐formylphenyl)diquinoxalino [2,3‐a:2′,3′‐c]phenazine and 2,7‐diaminopyrene‐4,5,9,10‐tetraone. In particular, the heterogeneous polymerization of the same starting materials in the presence of graphene affords uniformly dispersed COF nanosheets with a thickness of 8.3 nm on a conductive carbon substrate, effectively enhancing the electronic conductivity of the COF‐based electrode. Such a graphene‐supported USTB‐6 nanosheets cathode when used in a lithium‐ion battery exhibits a specific capacity of 285 mA h g−1 at a current density of 0.2 C and excellent rate performance with a prominent capacity of 188 mA h g−1 at 10 C. More importantly, a capacity of 170 mA h g−1 is retained by using the USTB‐6 nanosheets cathode after 6000 cycles charge and discharge measurement at 5 C.