An effective combination of polyoxometalates (POMs) and porous materials is a feasible method to solve the homogeneity of POMs and synthesize extremely stable POM-based catalysts. Herein, by using simple mechanochemical synthesis, we fabricated a series of composites constructed by Keggin-POMs, p-phenylenediamine (Pa-1), and 1,3,5-triformylphloroglucinol (Tp), which in situ form a stable covalent organic framework (Keggin-POMs@TpPa-1). Notably, the different Keggin-POMs@TpPa-1 composites showed different catalytic effects on thioether oxidation reaction under mild conditions. From the comparison, the catalytic effect of PW12@TpPa-1 with its added amount of 27% H3PW12O40 is superior to that of other composites, whose catalytic efficiency can reach 99%. This study provides some inspiration for designing diverse POM-modified catalysts with outstanding stability and efficiency using COFs as supports.