The development of porous composite materials is of great significance for their potentially improved performance over those of individual components and extensive applications in separation, energy storage, and heterogeneous catalysis. Now mesoporous metal-organic frameworks (MOFs) with macroporous melamine foam (MF) have been integrated using a one-pot process, generating a series of MOF/MF composite materials with preserved crystallinity, hierarchical porosity, and increased stability over that of melamine foam. The MOF nanocrystals were threaded by the melamine foam networks, resembling a ball-and-stick model overall. The resulting MOF/MF composite materials were employed as an effective heterogeneous catalyst for the epoxidation of cholesteryl esters. Combining the advantages of interpenetrative mesoporous and macroporous structures, the MOF/melamine foam composite has higher dispersibility and more accessibility of catalytic sites, exhibiting excellent catalytic performance.