Construction of highly-active artificial nanozymes for pesticides detection has great significance of human health and ecological systems. Herein, we have successfully designed a two-step approach to synthesize the TAPB-DMTP-COF (hereafter denoted as COF-OMe, TAPB, 1,3,5-tris(4-aminophenyl)benzene; DMTP, 2,5-dimethoxyterephaldehyde; COF, covalent organic framework)@Valine integrated cerium oxide nanozymes (COF-OMe@Valine-CeO2) with phosphatase-like activities, which can cleave phosphate bonds (PO) of organophosphorus pesticides (OPs) for the formation of electroactive p-nitrophenol (p-NP). In detail, the Ce (IV)/Ce (III) species serve as the active sites to polarize and hydrolyze PO bond in OPs, and the excellent adsorption performance of porous COF-OMe toward OPs could promote the hydrolysis process of PO. Moreover, the efficient charge transfer at the covalent interface of COF-OMe@Valine-CeO2 also contributed to this excellent catalytic process. By virtue of those advantages, the COF-OMe@Valine-CeO2 electrochemical platform was successfully applied in methyl-paraoxon (MP) detection. The resulting electrochemical sensors displayed high sensitivity, a wide linear response range of 0.034–76 μmol/L, and low detection limits of 0.011 μmol/L for MP. The research not only provides a preparation method for COF with excellent nanozyme activity, but broadens some new insights for the design of highly efficient nanozymes for on-time detection for OPs.