Covalent organic frameworks (COFs) are a new type of crystalline porous material formed by covalent bonding organic units. They have the advantages of high porosity, periodic extension, structured regularity, and easy customization, and are considered ideal materials for preparing high-performance separation membranes. Multiple types of COFs with different bonding modes and different membrane preparation methods have been reported, becoming the foundation and key technology for the application research of COFs membrane separation, demonstrating enormous potential in liquid separation. This article reviews the classification of COFs materials and analyzes the characteristics of COFs connected by different covalent bonds; Emphasis was placed on analyzing the preparation strategies of continuous COFs membranes, including in situ growth, interfacial polymerization (IP), nanosheet stacking, layer by layer assembly, and electrochemical methods. The key technical points of COFs membrane preparation technology were pointed out, and the advantages and disadvantages of different film-forming methods were discussed; Explored the application progress of COFs membranes in liquid separation fields such as organic molecule removal, seawater desalination, and organic solvent nanofiltration in wastewater; Finally, the opportunities and challenges for the future development of COFs membranes were discussed.