A 2D Co-MOF, {[Co2(L2-)2(bipy)](DMA)·2H2O}n (Co-1, H2L = 2,5-thienedioic acid; bipy = 2,2'-bipyridine; DMA = N,N'-dimethyl acetamide), was synthesized by hydrothermal method. Co-1 has excellent air stability. When modifying the surface of a glassy carbon electrode (GCE) with Co-1, the obtained electrochemical senor Co-1/GCE shows excellent sensitivity towards 1,3-dinitrobenzene (m-DNB) and 2,4-dinitroaniline (2,4-DNA), although the electrochemical conductivity of Co-1 is not that good. The detection limits were as low as 0.0286 μM and 0.161 μM, respectively. DFT studies showed that the main interaction between Co-1 and the guest molecules is via hydrogen bonding, formed by the -NO2 group and the coordinated H2O molecule from the Co-1 skeleton. Furthermore, the characteristic signals of both m-DNB and 2,3-DNA can still be observed in a mimicked industrial waste-water system containing 17 kinds of organic interferents, indicating high selectivity of the Co-1/GCE sensor.