A heterogeneous catalyst was synthesized by encapsulation of a Keggin‐type heteropolytungstate, potassium dodecatungstocobaltate trihydrate, K5[CoW12O40]·(Co‐POM), into chromium(III) terephthalate (MIL‐101). Encapsulation was achieved via a ‘build bottle around ship’ strategy in aqueous media, following a hydrothermal method. The structure of the resulting crystalline solid was characterized using X‐ray diffraction, correlated with Fourier transform infrared and UV–visible spectroscopy. The metal content was analysed using optical emission spectroscopy. Transmission electron microscopy was used to measure particle size and N2 adsorption in a Brunauer–Emmett–Teller instrument to characterize the specific surface area. The catalytic activity was investigated using methanolysis of epoxides under mild conditions as a test reaction. The turnover frequency of the heterogeneous Co‐POM@MIL‐101 catalyst was more than 20 times higher than that of the homogeneous Co‐POM catalyst. The Co‐POM@MIL‐101 catalyst was reused several times with negligible leaching of Co‐POM and with no considerable loss of its initial efficiency. The simplicity of preparation, extraordinary stability and high reactivity make Co‐POM@MIL‐101 an exceptional catalytic matrix that is easily separable from reaction media.