Nowadays, metal/covalent organic frameworks (MOFs/COFs) have shown bright application prospects in the field of chromatographic separation due to their unique porous characteristics. However, chromatographic stationary phases prepared with only a single MOF or COF material have a few inherent defects, which keep them from satisfying the actual application fully. In contrast, MOF/COF composites have more superior properties that are more favorable for separation. Therefore, this study innovatively proposed a new strategy to apply MOF/COF modified silica composites for high performance liquid chromatography (HPLC). To be specific, using ethylenediamine as a linker, Zn-based MOF and imine-based COF were modified on the aminated silica gel layer by layer, and a MOF-5/COF@silica bilayer core–shell composite was successfully prepared. The composite of MOF and COF can complement each other in realizing the advantages of the two materials. The research results show that the MOF-5/COF composite can provide a large number of active sites with a variety of interaction forces for the analytes. The MOF-5/COF@silica stationary phase can separate a wide range of hydrophilic and hydrophobic substances, which can also be used for the effective detection of environmental hormones in lake water samples. This study verifies the feasibility of preparing MOF and COF co-modified silica gel composite to improve the separation performance of stationary phase, and demonstrates the superiority of the double-layer porous core–shell structure for efficient HPLC analysis. This provides a new idea for the further development and application of porous materials in the field of HPLC.