Aerobic epoxidation of alkene is a green and economical route to produce epoxides. For such reaction, transition metal complexes exhibit favorable catalytic activity. In this work, NH2-MIL-101, a stable metal–organic framework (MOF) material with large surface area and high pore volume, was functionalized with pyridine-2,6-dicarbaldehyde and Co(NO3)2, to realize the immobilization of Co(II) via imine–pyridine–carbonyl (N,N,O) tridentate ligands bonding to MOF skeleton. The modified materials were applied as heterogeneous catalysts for the aerobic epoxidation of cyclohexene at ambient temperature, and multiple factors were studied to explore their influences on catalytic effects. Under the optimal reaction conditions, satisfactory substrate conversion and epoxide selectivity were reached. In addition, this catalytic system is suitable for a variety of alkene substrates. Furthermore, recycle experiments and infrared spectroscopy characterization illustrated that the coordination surroundings of Co are altering smoothly during the reaction process, thus having an impact on the performance of catalyst.