Encapsulating enzymes in a tailored scaffold is of great potential in industrial enzymatic catalysis, which can enhance the stability of enzymes thus expanding their applications. Metal–organic frameworks (MOFs) are emerging as promising candidates for enzyme encapsulation due to their precise pore structure, ease of synthesis and good biocompatibility. Despite the fact that enzymes encapsulated in MOFs can obtain enhanced stability, there has been little discussion about the thermal stability of enzyme-MOF composites in solid state under extremely high temperatures. Herein, we fabricated the enzyme-MOF composites, CALB-ZIF-8, via a convenient coprecipitation method in aqueous solution, which exhibited good thermal stability at 180 °C. It was found that the activity of CALB encapsulated in ZIF-8 retained nearly ~80% after heating for 10 min at 180 °C. A finite element method was applied to investigate the heat transfer process within a ZIF-8 model, indicating that the air filled in cavities of ZIF-8 played a significant role in hindering the heat transfer and this may be an important reason for the outstanding thermal stability of CALB-ZIF-8 at 180 °C, which paves a new path for expanding the industrial application of enzyme-MOF composites.