Rare earths are considered strategic metals, with heavy rare earth elements of greater importance due to their supply and utilization field. However, efficient separation of heavy rare earth elements is a great challenge as the similar physicochemical properties between light and heavy rare earths. In this study, the highly efficient adsorbents with confinement effect are synthesized by the modification of MCM-41 materials with dimethyl clodronate (NP2) and methylene dichlorophosphate (NDP2). The adsorbents were characterized by XRD, TEM, SEM-EDS, N2 adsorption–desorption, FTIR, TG, 13C NMR, and XPS. It was discovered that the pore size of MCM-41 affected markedly the adsorption selectivity, and the cooperation of the organic adsorption center and pore confinement of MCM-41 support enabled the selective adsorption of heavy rare earth ion. The adsorbent modified by NP2 exhibited high adsorption selectivity toward heavy rare earth ions (Lu3+) with the increase in pore size of MCM-41. In contrast, the expanded pore of MCM-41 enhanced the selectivity of light rare earth ions for the NDP2 modified adsorbents. The distribution coefficient of Lu3+ adsorption over NP2-MCM-41(III) adsorbent reached 20,132 mL g−1 and the separation factor of Lu to La reached 82.17. DFT calculations revealed that a vital driving force for the selective adsorption of Lu was the gap of binding energy between Lu and La complexes with the surface NP2/NDP2 groups. The synergy of pore confinement and organic functional groups in adsorbents in this paper offers a valuable strategy for designing efficient materials in the separation of rare earth elements.