Confining molecules in the nanoscale environment can lead to dramatic changes of their physical and chemical properties, which opens possibilities for new applications. There is a growing interest in liquefied gas electrolytes for electrochemical devices operating at low temperatures due to their low melting point. However, their high vapor pressure still poses potential safety concerns for practical usages. Herein, we report facile capillary condensation of gas electrolyte by strong confinement in sub-nanometer pores of metal-organic framework (MOF). By designing MOF-polymer membranes (MPMs) that present dense and continuous micropore (~0.8 nm) networks, we show significant uptake of hydrofluorocarbon molecules in MOF pores at pressure lower than the bulk counterpart. This unique property enables lithium/fluorinated graphite batteries with MPM-based electrolytes to deliver a significantly higher capacity than those with commercial separator membranes (~500 mAh g-1 vs. <0.03 mAh g-1) at -40 °C under reduced pressure of the electrolyte.