The combination of metal organic frameworks (MOFs) and luminescent nanomaterials with upconversion characteristics could enable the development of new nanomaterials and applications in information security, optical sensing, and theranostics. However, currently available methods are not ideally suitable for fabricating composites of MOF and upconversion nanomaterial, and incorporating upconversion nanomaterials with MOFs in a controllable manner remains challenging. Here, we demonstrate an in situ self-assembly route to the nanocomposites in which MOFs are homogeneously paved with upconversion nanoparticles. Without additional assistance, this strategy, mainly driven by electrostatic interactions, can be used to incorporate different upconversion nanoparticles with diverse MOFs. The as-synthesized composites can be further used to construct composites with unique structures, such as MOF@upconversion nanoparticles@MOF sandwiched nanocomposites, and would be useful for applications including luminescence-monitored drug delivery, anticounterfeiting, and photodynamic therapy. These findings should shed light on new avenues for fabricating multifunctional composites of MOF and upconversion nanomaterials for varied applications.