A series of multinuclear lanthanide-covalent organic polyhedra (LnCOPs), including pillar-typed triangular prisms 1-Ln3 and tetrahedra 2-Ln4 (Ln = LaIII, SmIII, EuIII), have been constructed for the first time, through either one-pot subcomponent self-assembly or postassembly metalation. In contrast to the known tetrahedral cages based on transition metals, the pillar-typed polyhedra were favored from the same organic components in the presence of lanthanides. Besides this, facile transmetalations between the 1-Ln3 polyhedra endow cascade chameleonic luminescence. Meanwhile, the open metal sites and pendent amine groups on 1-Ln3 enable these polyhedra to catalyze the Henry reaction efficiently.