Herein we demonstrate the formation of a novel kind of Pickering emulsion that is stabilized by a Zr-based metal-organic framework (Zr-MOF) and graphene oxide (GO). It was found that the Zr-BDC-NO2 and GO solids assembling at the oil/water interface can effectively stabilize the oil droplets that are dispersed in the water phase. Such a Pickering emulsion offers a facile route for fabricating Zr-MOF/GO composite materials. After removing water and oil by freeze drying from Pickering emulsions, the Zr-MOF/GO composites were obtained and their morphologies, structures and interaction properties were characterized by scanning electron microscopy, transmission electron microscopy, X-ray diffraction and Fourier transform infrared spectrometry, respectively. The influences of the concentration of GO and Zr-MOF on the emulsion microstructures and the properties of the MOF/GO composites were studied. Based on experimental results, the mechanisms for the emulsion formation by Zr-MOF and GO and the as-synthesized superstructures of the Zr-MOF/GO composite were proposed. It is expected that this facile and tunable route can be applied to the synthesis of different kinds of MOF-based or GO-based composite materials.