Currently, the preparation of high-performance electrode materials is urgently needed for supercapacitors. As a new kind of organic porous material, covalent organic frameworks (COFs) with an ordered pore structure, a high specific surface area and designability, have shown great potential application value as electrode materials for supercapacitors. However, their potential application in supercapacitors is limited by the poor conductivity of COFs. Here, we in situ grew the highly crystalline triazine-based covalent organic framework DHTA-COF on a modified θ-Al2O3 substrate to obtain the composites Al2O3@DHTA-COFs. Some of the obtained Al2O3@DHTA-COF composites can maintain some degree of crystallinity, good stability and a vesicular structure. Compared to the precursors θ-Al2O3 and DHTA-COF, the 50%Al2O3@DHTA-COF composite has superior electrochemical properties as electrode materials for supercapacitors. Under the same conditions, the specific capacitance values of 50%Al2O3@DHTA-COF (261.5 F g-1 at 0.5 A g-1) are 6.2 and 9.6 times higher than the values of DHTA-COF and θ-Al2O3-CHO, respectively. Additionally, the 50%Al2O3@DHTA-COF electrode material exhibited long-term cycling stability even after 6000 charge-discharge cycles. The study can provide some reference for the development of COF-based composite materials for energy storage.