Anodic electrodeposition of metal-organic framework (MOF) films is driven by the anodic dissolution of a metal substrate. However, the anodic dissolution of the substrate weakens the MOF-substrate adhesion and leads to the detachment of the MOF films, limiting the thickness of the MOF films that can be deposited with this technique. In this work, we propose a strategy to improve the adhesion of MOF films by pre-depositing MOF particles into the substrate as “anchors”. This strategy makes it possible to grow much thicker MOF films by anodic deposition (≥40 μm). Nano-scratch tests show that the MOF films on the substrate with embedded MOF particles have a much higher adhesion strength than those prepared on the non-modified substrates. Electrochemical quartz crystal microbalance (EQCM) experiments indicate that the pre-embedded MOF particles can directly grow during the anodic deposition process, which accounts for the high MOF-substrate adhesion strength. Due to the applicability of the co-deposition of metal and MOF particles, this strategy may expand to the growth of a range of MOF films on different conductive substrates.