Lanthanide coordination polymers (LnCPs) can be used as a host platform to encapsulate functional guest molecules for the construction of integrated sensing platforms. In this work, two guest molecules, rhodamine B (RhB) and glucose oxidase (GOx), were successfully encapsulated in a heterobinuclear lanthanide coordination polymer synthesized by self-assembly of Ce3+, Tb3+ and adenosine monophosphate (AMP) to form RhB&GOx@AMP-Tb/Ce. Both guest molecules show good storage stability and minimal leakage. The higher catalytic activity and stability of RhB&GOx@AMP-Tb/Ce is obtained due to the confinement effect compared to free GOx. RhB&GOx@AMP-Tb/Ce exhibits superior luminescence based on the internal tandem energy transfer process of the nanoparticles (Ce3+→Tb3+→RhB). Glucose can be oxidized in the presence of GOx to form gluconic acid and H2O2. Subsequently, Ce3+ in the AMP-Tb/Ce host structure can be oxidized by H2O2 to Ce4+, thereby interrupt the internal energy transfer process and cause ratiometric luminescence response. Benefiting from the synergistic effect, the smart integrated luminescent glucose probe exhibits a wide linear range (0.4–80 μM) and a low detection limit (74.3 nM) with high sensitivity, selectivity and simplicity, enabling the quantitative detection of glucose in human serum. This work describes a good strategy to construct an integrated luminescence sensor based on lanthanide coordination polymers.