Two-dimensional (2D) metal-organic framework (MOF) based heterostructures will be greatly advantageous to enhance catalytic performance because they increase the contact surface and charge transfer. Herein, a novel 2D heterostructure named CeO2@NiFe-MOFs, in which monolayer NiFe-MOFs is coordinated with ceria (CeO2) to improve catalytic and stability performance, is successfully constructed by the strategy of in situ growth on the surface of ultrathin CeO2 nanosheets being functionalized with monolayer carboxylic acid groups. The 2D heterostructure possesses a sandwich structure, where monolayer NiFe-MOFs are coordinated to both the top and bottom surface of CeO2 nanosheets via joining carboxylic acid groups. In particular, CeO2 with robust coordination plays a significant role in the anchoring of carboxylic acid groups and binding strength of heterostructures. The 2D CeO2@NiFe-MOF heterostructure with a joint effect of metal-ligand coordination not only presents good structural stability but also significantly enhances the oxygen evolution reaction (OER) efficiencies in comparison to bare NiFe-MOFs, achieving a current density of 20 mA cm-2 at a low overpotential of 248 mV as well as durability for at least 40 h. Meanwhile, the electronics, optics, band gap energy and local strains of CeO2 decorated with 2D NiFe-MOFs are different to the properties of bare CeO2. Our study on the construction of an ultrathin CeO2 surface-coordinated and confined MOF layer may pave a new way for novel 2D MOF composites/heterostructures or multi-functional 2D CeO2 materials to be used in energy conversion or other fields.