The shuttle effect of electrode materials always leads to capacity loss and poor cycle life of batteries. Two-dimensional (2D) covalent organic frameworks (COFs) with uniform and controllable nanopores provide a promising strategy for fabricating ionic sieves to inhibit the shuttle effect. However, the insoluble nature of COFs made it difficult to fabricate compact and ordered membranes of COFs. Herein, we report a novel method for facilely anisotropic ordering of 2D COFs via depositing COFs onto graphene. The resulted double-layer membranes acting as ionic sieves impressively inhibit the shuttle effect and exhibit versatility to both organic sodium-ion batteries and Li-S batteries, leading to high cyclability.