Whether the presence of adsorbates increases or decreases thermal conductivity in metal-organic frameworks (MOFs) has been an open question. Here we report observations of thermal transport in the metal-organic framework HKUST-1 in the presence of various liquid adsorbates: water, methanol, and ethanol. Experimental thermoreflectance measurements were performed on single crystals and thin films, and theoretical predictions were made using molecular dynamics simulations. We find that the thermal conductivity of HKUST-1 decreases by 40 - 80% depending on the adsorbate, a result that cannot be explained by effective medium approximations. Our findings demonstrate that adsorbates introduce additional phonon scattering in HKUST-1, which particularly shortens the lifetimes of low-frequency phonon modes. As a result, the system thermal conductivity is lowered to a greater extent than the increase expected by the creation of additional heat transfer channels. Finally, we show that thermal diffusivity is even more greatly reduced than thermal conductivity by adsorption.