The susceptibility to moisture of metal-organic frameworks (MOFs) is a critical bottleneck for their wider practical application. Constructing core-shell composites has been postulated as an effective strategy for enhancing moisture resistance, but for fragile MOFs this has rarely been accomplished. We report herein, for the first time, the construction of a customized hydrophobic porous shell, NTU-COF, on the particularly fragile MOF-5 by a "Plug-Socket Anchoring" strategy. Notably, the pore structure of MOF-5 was well maintained, and it could still achieve complete CO2/N2 separation under humid conditions. The homogeneous interface between MOF-5 and NTU-COF has been inspected at atomic resolution by a combination of cryogenic focused ion beam (cryo-FIB) and ultralow-dose (scanning) transmission electron microscope giving profound insight into the mechanism of assembly of the core-shell structure. This work presents a facile strategy for the fabrication of a hydrophobic porous shell for labile MOFs, and provides a general approach for solving the problem of moisture instability of porous materials for practical applications.