As a common defect-capping ligand in metal–organic frameworks (MOFs), the hydroxyl group normally exhibits Brønsted acidity or basicity, but the presence of inherent hydroxyl groups in the MOF structure makes it a great challenge to identify the exact role of defect-capping hydroxyl groups in catalysis. Herein, we used hydroxyl-free MIL-140A as the platform to generate terminal hydroxyl groups on defect sites via a continuous post-synthetic treatment. The structure and acidity of MIL-140A were properly characterized. The hydroxyl-contained MIL-140A-OH exhibited 4.6-fold higher activity than the pristine MIL-140A in methanol dehydration. Spectroscopic and computational investigations demonstrated that the reaction was initiated by the respective adsorption of two methanol molecules on the terminal-OH and the adjacent Zr vacancy. The dehydration of the adsorbed methanol molecules then occurred in the Brønsted–Lewis acid site co-participated associative pathway with the lowest energy barrier.